Commit Graph

4 Commits

Author SHA1 Message Date
AlexCatarino 961f2292c2 Renames rebalancingParam to rebalance in PCMs 2020-05-27 20:48:29 +01:00
AlexCatarino 8a1823de73 Addresses Peer-Review 2020-02-18 16:00:09 +00:00
AlexCatarino fcf2696809 Rebases With Master and Apply New API
Improves regression algorithm by adding more sanity checks.
2020-02-18 13:47:57 +00:00
AlexCatarino 21ce895c18 Implements SectorWeightingPortfolioConstructionModel
Provides an implementation of `IPortfolioConstructionModel` that generates percent targets based on the `CompanyReference.IndustryTemplateCode`.
2020-02-17 22:08:06 +00:00