New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Jump to bottom

Combination portion of the script does not create a market neutral position #3

Open

LtheKid opened this issue Jan 31, 2021 · 0 comments

Assignees

Owner

LtheKid commented Jan 31, 2021

Combination portion of the script does not create a market neutral position. Should add in a re-ranking top n and bottom n portion.

LtheKid self-assigned this

Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment