Hi All,
I'm trying to implement the optimize api in my algorithm but oddly enough, the returns are much worse with optimize than without. Could anyone point me in the right direction as what I'm doing wrong and how to fix it? Thanks in advance!
Rohit
I commented out some of the constraints and objectives to see if those were the issues as well as included more and less capital. However, the results were more or less the same. Does this mean there is a flaw in my strategy or just an error in the way I'm using the optimize API? Some help and advice would be appreciated.
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