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class | CustomWeightingAlphaStreamsPortfolioConstructionModel |
| Custom weighting alpha streams portfolio construction model that will generate aggregated security targets taking into account all the alphas positions and a custom weighting factor for each alpha, which is also factored by the relation of the alphas portfolio value and the current algorithms portfolio value More...
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interface | INotifiedSecurityChanges |
| Types implementing this interface will be called when the algorithm's set of securities changes More...
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class | NotifiedSecurityChanges |
| Provides convenience methods for updating collections in responses to securities changed events More...
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