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@dark-pidgeot Hi, the question is a bit too generic, what do you need exactly to speed up?
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@support Hello,
got it, thanks for the reply,
@support Thank you for your advise, it's ok
@jeppe_and Thanks for the reply, i'll check my code
@dark-pidgeot Yes, of course. Please note that we do not implement leverage, and the sum of the absolute values of the weights has to be equal or smaller than 1. If it is larger, they will be rescaled down.
