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Short selling won't work #390

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Persevera-Asset-Management opened this issue Nov 11, 2022 · 0 comments
Open

Short selling won't work #390

Persevera-Asset-Management opened this issue Nov 11, 2022 · 0 comments

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@Persevera-Asset-Management

I'm trying to pass a negative weight list using the "WeighTarget" method, but it won't work. When I call "get_security_weights", the weight does not stand at -100%, it keeps moving (backtesting in only one security).

When I set the "WeighTarget" to 100%, it works just fine.

Anyone has a clue why short selling is not working?

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