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Author SHA1 Message Date
Martin Molinero 983d84bf01 Implement PortfolioBias for MVOPCM, BLOPCM, AIPCM 
- Implement portfolio bias for
`MeanVarianceOptimizationPortfolioConstructionModel`,
`BlackLittermanOptimizationPortfolioConstructionModel`,
`AccumulativeInsightPortfolioConstructionModel`. Adding unit tests
 2020-02-21 12:12:59 -03:00
AlexCatarino c2ff03caad Implements PortfolioBias in EWPCM and IWPCM 
Implements `PortfolioBias` in EWPCM, CWPCM and IWPCM. With this new feature, these PCM will ignore insights that do not respect the desired bias. E.g. for `PortfolioBias.Long`, on Insights with `InsightDirection.Up` will be converted into `PortfolioTarget.Quantity` greater than zero and other `InsightDirection` will result in `PortfolioTarget.Quantity` of zero.
 2020-02-20 19:29:12 -03:00