Hello,
I'm running into an issue regarding leverage and would love some help. The strategy is market neutral with 30 longs and 30 shorts. The positions seemed to be constantly 30 throughout when I graph through custom records but the leverage graph shows a large drop at the end of the month. I also should mention that I am using csv data. Any thoughts to as why this is occuring even though the custom record variables show that positions are maximized at 30 Long and Short?
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