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multiplier=0 does not work #14

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sstoeckl opened this issue Oct 2, 2018 · 0 comments
Open

multiplier=0 does not work #14

sstoeckl opened this issue Oct 2, 2018 · 0 comments

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@sstoeckl
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sstoeckl commented Oct 2, 2018

In the demo(demo_max_return) you state that multiplier=0 with a risk objective actually calculates the Standard deviation but does not use it in the objective function. This however is not true, as disabling the objective changes the weights.
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