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Update Long+Short+Cash plot y-values to match Gross Leverage plot #30

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justinlent opened this issue Jun 26, 2015 · 2 comments
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Update Long+Short+Cash plot y-values to match Gross Leverage plot #30

justinlent opened this issue Jun 26, 2015 · 2 comments
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@humdings
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enhancement help wanted high priority
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0.2 release

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@justinlent
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might make more sense visually is have the long+short+cash plot y-axis values match up with the gross exposure y-axis
twiecki added a commit that referenced this issue Jun 29, 2015
@twiecki
BUG Long/short/cash positions did not sum to 1.
d1a21bf 
This commit fixes this issue by renormalizing.

Also, and addition kwarg is added to allow rescaling to leverage as requested in #30.
twiecki added a commit that referenced this issue Jul 9, 2015
@twiecki
BUG Long/short/cash positions did not sum to 1.
55d688a 
This commit fixes this issue by renormalizing.

Also, and addition kwarg is added to allow rescaling to leverage as requested in #30.
twiecki added a commit that referenced this issue Jul 9, 2015
@twiecki
BUG Long/short/cash positions did not sum to 1.
f49cbe4 
This commit fixes this issue by renormalizing.

Also, and addition kwarg is added to allow rescaling to leverage as requested in #30.
twiecki added a commit that referenced this issue Jul 9, 2015
@twiecki
BUG Long/short/cash positions did not sum to 1.
dd6a69c 
This commit fixes this issue by renormalizing.

Also, and addition kwarg is added to allow rescaling to leverage as requested in #30.
@twiecki
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twiecki commented Sep 11, 2015

What's weird is that we already do that: https://github.com/quantopian/pyfolio/blob/master/pyfolio/pos.py#L62

@twiecki twiecki added this to the 0.2 release milestone Sep 11, 2015
@humdings humdings mentioned this issue Sep 13, 2015
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@humdings
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Fixed via #147

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@twiecki @humdings @justinlent