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Change Positions Level Exposure plot to track Gross Leverage plot #144

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justinlent opened this issue Sep 21, 2015 · 3 comments
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@justinlent
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@humdings It looks like we will want to update the Ticker/Positions Level Exposure plot to track Gross Leverage in the same way which you updated the Long/Short Exposure plot per this PR: #140

How easy/difficult do you think it would be to update the Ticker/Positions Level Exposure plot in a similar fashion?

@humdings
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humdings commented Oct 7, 2015

@justinlent Where would I update this functionality? Is it just making pos.get_portfolio_alloc drop the cash as well? This will also need to work for both daily and intraday data I'm guessing.

@justinlent
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@humdings David, yep, I think it's as simple to drop the cash as well. Since we don't really support any intraday analysis (yet) in pyfolio, I think its safe to just get it working at daily frequency for now

@eigenfoo
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Looks like #147 resolved this!

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