restrict_trading: Restrict Trading Symbols

Description Usage Arguments Details Value

View source: R/Constraints.R

Description

Restrict symbols from being traded in portfolio optimization. Removes any symbol constraints as well

Usage

1

Arguments

cobj

constraints object

symbols

vector of symbols to restict trading

Details

Typical use case is to restict certain portfolio holdings from being traded, due to tax implications or lack of liquidity

Value

updated constraints object


chrishaarstick/madstork.opt documentation built on Nov. 12, 2019, 9:39 p.m.