Cluster base Constraints #208
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deeporigami
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Hi, I am a new learner of Riskfolio lib and I have rather a question regarding how to constrain assets by cluster.
For example, if we have 4 clusters, I want to place a max limit of the sub-total weights per cluster, let's say 30%. (given that equal weight would be 25%). Is there any way to do that?
although I reviewed the documentation of constraints, it was not clear to me how to do that.
If anyone can tell me, I would appreciate it.
Thanks,
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