TargetWeights short orders going long for no reason

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TargetWeights short orders going long for no reason

posted

Hello,

I'm trying to debug a target weight issue where quite a few of my shorts are going long and a couple of my longs are going short.

I'm buying and selling off data from a csv, and it's being read into and creating a dataframe for longs and shorts along with weighting for each stock. As I debug I get the list of longs and shorts with it's weighting (longs dataframe is separate from shorts dataframe) just before it goes into the opt.TargetWeights() and it looks as it should be in there. But once the orders actually go through most of the time there are always a 2-4 positions where the longs should be shorts.

I'm quite confused on this and the only thing I can come up with is that it is done so as a means to coming up with a solution for the portfolio made up with the stocks which I give it. I have constraints set as well which are required to meet the characteristics.

Also is there a way to print out the output of the opt.TargetWeights() function?

Help would be much appreciated!

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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by Quantopian.

In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.