Setting up benchmark with detailed weights

[alexismanalo]

Is there a way to setup and refer to a custom benchmark with detailed weights? I'm seeing parameters such as:

kindbench
benchweights

I'm not sure how to proceed to use these parameters and setup one or more benchmarks (each with different compositions and weights).

Thanks!

[dcajasn]

Hi @alexismanalo

These are the steps:

• kindbench==True
• benchweiths==a dataframe with weights like riskfolio results
• allowTO==True if you want to use turnover or desviation vs benchmark weights constraints.
• turnover==x maximum deviation of benchmark per asset
• allowTE==True if you want tracking error constraints.
• TE==y maximum tracking error

Best,
Dany