I want to be able to apply leverage in my portfolio of stocks. What this means is that the total gross exposure from my positions will add up to greater than 100%. i.e. if I'm using 1.5x leverage, this should be 150%. Can you please tell me how to set up my optimization for that? Thanks.
The weightings of the optimized portfolio will always sum to 100%. To apply this to a different capital amount (say 150%), the only option would be to multiply the results accordingly (X 1.5).
