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The sum of weights does not equal 1 #1

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Bychinp opened this issue Mar 13, 2021 · 0 comments
Open

The sum of weights does not equal 1 #1

Bychinp opened this issue Mar 13, 2021 · 0 comments

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@Bychinp
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Bychinp commented Mar 13, 2021

Hi
After reading the paper and code, I find there is no place to mention limitations of weights, like sum equals 1. In other words, to meet the construction of a portfolio, should we add a restriction like that the sum of weights should equal 1.
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