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Question: Is there a way to set a minimum allocation? #2

@mattparlane

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@mattparlane

Hi Robert... This is awesome, thanks so much for your work on this. I have two related questions:

  1. I've found that the library is telling me to allocate 0.1% to something, and that's just not realistic for me, partly because my investment platform has a minimum purchase of $250. That's a cool quarter mil... :) I tried weight_bounds=(0.1, 1), but that didn't do what I thought it would, which makes sense now that I think about it. Is there a way to set minimum allocations?

  2. I also tried setting gamma, but that basically told me to buy a roughly equal weight of every possible asset. That may well be optimal, but it's a pain for similar reasons. Is there a way to limit the number of assets chosen?

Thanks!

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