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Hi, It's not implemented. There is no plan to implement Idzorek's method in short or near term. Best, |
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Thank you for the answer. Btw. Also, thank you for you development on the library. |
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Hi,
I am working on a BL Idzorek's Method which uses analysts' views confidence interval. I have not been able to upload the confidence interval trough ConstraintsFunctions.assets_views(views, asset_classes). On the other hand, It is not clear for me yet if riskfolio-lib has the function available to get an optimization with confidence intervals.
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