I would like both the Sim and Port modules to have the ability to buy partial positions based on typical liquidity buy rules. For example, say a stock would be bought by the Sim/Port but doesn't pass the liquidity rule. The Sim/Port should be allowed to buy a position in this stock up to the liquidity limit. This would allow large and mid cap oriented mandates to gain greater small and micro diversification, and I suspect provide a more real life experience vis-a-vis how portfolios are actually managed. Once could still control the amount of small cap exposure via the previous feature Marco has already built. Thanks.

Results: Total score: 33 , # of Votes: 11 , Average: 3.0
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Requested by: theilman
On date: 11/11/10
Category: Simulation