The table below lists some of the built in constraints. The table shows whether maximum and minimum bounds can be set for each constraint type. Furthermore, the table demonstrates whether the constraint can be applied to individual assets, groups of assets, or the entire global list of assets. The available units for expressing the constraint are listed in the Units Column. The Benchmark Relative Column displays whether or not the restriction can be placed on the active holdings/risk. The Quadratic Option Column indicates whether or not the constraint is available as a quadratic penalty. Though these options are available, a meaningful optimization result can be achieved in our Optimizer without constraints.
