I wrote out something simple that I wouldn't expect to be incredibly successful or unsuccesful, however I got strange results...
The returns failed at a pretty unvolatile rate, so when I made my longs short and shorts long, I got almost the same results...
When I looked at the generated report it was even stranger.
The leverage was going to over 10,000, I have no idea why. I never let my algo trade unless it had no holdings. So I am extremely puzzled and disgruntled.
Could anyone shed some light on this?
Thanks,
Sean McKenna
Sean McKenna
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