Add transaction cost modeling to cqm formulations #15
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vgoliber
reviewed
Mar 4, 2022
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| The demo allows the user to model transaction costs as a percentage of the total transactions value (sales and purchases). A default CQM run with a transaction cost factor of 10% can be done with the following command: | ||
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| `python portfolio.py -m 'CQM' -t 0.01` |
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Is it possible to add a bit about how this factors into the formulation/CQM?
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Yes. I added some more content there. Can you merge once approved? I don't have write permission. Thanks!
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Sure - we should fix that though. Not sure who has the ability to give you those permissions. Maybe @arcondello ?
vgoliber
approved these changes
Mar 4, 2022
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Resolve #14