braverock / braverock/PortfolioAnalytics
[FR] Allow user to set parallelization level for `optimize.portfolio.rebalancing`
Open
enhancement
- Dominant language
- PostScript
- Stars
- 106
- Forks
- 48
- PR merge metrics
- No merged PRs in 30d
Description
For `optimize.portfolio.rebalancing` it would be nice to have an argument that would allow the user to set the parallelization level. For instance, `CVXR::psolve` has a [`parallel`] argument. Would it be possible to switch to `psolve` over `solve` calls? Because adding a parallelization argument and using `psolve` would then users with large problems to decide where it would be best to have parallelization for their problem. Another example would be generating random portfolios.
Contributor guide
No contributing guide indexed for this repository
Assessment
This issue has not been assessed yet.