Hi Q Team
Is it possible to expose SmL/VmG beta in addition to Simple Beta in API (in IDE)?
I want to use it to target all betas in optimization constraints (and not just the Market Beta). Do you think it will add value?Beta targeting via penalty (quadratic) function in optimization objective function.
I think that in addition to constraints, beta penalty will help in better beta targeting. Is there anything like this on your agenda?
Let me know what you think! Thanks!