Custom Characteristic

The Custom Column is an optional, renameable column that appears on the Inputs Worksheet when enabled through the Asset Info submenu within the Display Menu. It allows you to enter a numerical characteristic that is not normally included in the Optimizer (e.g. an asset liquidity measurement).  This column is available for customized constraint construction and reference purposes. If you do not apply a customized constraint based on this data, this column will not impact the optimization.

The custom characteristic of a portfolio is the weighted sum of the values input of the assets' custom characteristic.