How to add leverage

[dexhunter]

Hi, just wonder if it is possible to do short or add leverage? Thanks!

[jmlocatelli]

Hi, just wonder if it is possible to do short or add leverage? Thanks!

Same question. Have you already figured it out how to short and add leverage?

[dexhunter]

Have you already figured it out how to short and add leverage?

Not sure if there are better or new solutions out there, but ours involves changing the objective function and allowing output weight to be located in a wider range (more than (0,1) ) for short it would be (-1, 1). From our experiments, it doesn't improve the result much sometimes even decreases the performance depending on the algorithm.