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Longing the short and shorting the longs

Hi,

Might be a trivial question, I was playing around with my algo and flipped the sides of my long and short. When running the backtests, the returns aren't the inverse of my original algo. I kept thinking that it should be and I don't see any gaps in the code. Another example I tried was the mea-reversion example by flipping signs of my leverage objects.

Thanks!

1 response

Have you tried setting the commission and slippage to zero? Maybe attach a backtest?