MAINT Fix gross leverage - round 2 #147
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This is separate branch that changes the `long_short_exposure` function to match gross leverage. My git repo got out of whack while working on the other branch so I figured I'd start again This only changes the code in pyfolio, I did not re-run the notebook since it seemed to cause an issue last time. I'll submit the notebook change in a separate PR.
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Are there any objections to merging this? |
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ship it! Sent from iPhone On Fri, Sep 25, 2015 at 5:11 PM -0700, "David Edwards" [email protected] wrote: Are there any objections to merging this? — |
twiecki
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Sep 26, 2015
MAINT Fix gross leverage - round 2
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Thanks @humdings! |
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This is separate branch that changes the
long_short_exposurefunction to match gross leverage.
#140 is the same thing, but my git repo
got out of whack while working on the other branch so I figured I'd start again.
This only changes the code in pyfolio, I did not re-run the notebook
since it seemed to cause an issue last time. I'll submit the notebook
change in a separate PR.