how good are
(1) => opt.MaximizeAlpha
(2) => opt.experimental.RiskModelExposure
While I understand the practical need for 2 and 3, can 1 actually work against your strategy?
To state the question more clearly, how do I ask my algorithm to take the exact opposite trade that the opt.MaximizeAlpha calculates?
My backtest is consistently losing money so if I take the opposite side it will consistently make money