A easy way to backtest as long short equity strategy using Python. The portfolio_return() function takes as arguments a start and end date, any number of tickers and a position size to match.
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A easy way to backtest as long short equity strategy using Python. The portfolio_return() function takes as arguments a start and end date, any number of tickers and a position size to match.
dibiasej/portfolio
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A easy way to backtest as long short equity strategy using Python. The portfolio_return() function takes as arguments a start and end date, any number of tickers and a position size to match.
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