I am working on the notebook for Lesson 4. In that lesson, in the last plot, it says
We can also plot the cumulative returns of a factor-weighted long-short portfolio with a 5 day holding period using the following code:
While I see that the stocks with the lowest sentiment score are included, how are they considered as shorted in the Alphalens factor_returns method? Any tip will be useful. Thanks.
https://www.quantopian.com/tutorials/getting-started#lesson4
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