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long/short strategy

l/s strategy without any bells and whistles. I would like to be able to record net sector exposure in the record_vars function to try and see if the returns are skewed by massive sector under/overweights. I've searched through the forums for a long time and can't find anything. Can anyone help me out with this?

Also, and this might be too much, but I would like to target a max/min net sector exposure and instead of buying/selling the individual securities, Ideally I would like to use sector ETFs to get the weight below/above the thresholds. It seems a little convoluted but I thought someone might know a (relatively) easy way to get this done. thanks for any help you can give!

Clone Algorithm
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Backtest from to with initial capital
Total Returns
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Alpha
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Beta
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Sharpe
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Sortino
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Max Drawdown
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Benchmark Returns
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Volatility
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Returns 1 Month 3 Month 6 Month 12 Month
Alpha 1 Month 3 Month 6 Month 12 Month
Beta 1 Month 3 Month 6 Month 12 Month
Sharpe 1 Month 3 Month 6 Month 12 Month
Sortino 1 Month 3 Month 6 Month 12 Month
Volatility 1 Month 3 Month 6 Month 12 Month
Max Drawdown 1 Month 3 Month 6 Month 12 Month
# Backtest ID: 5951778e4535b64d9b2877cd
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1 response

that is all very easy to do if you use optimize.