Work with Long_Short Positions

Owned by Tom Fahey (Unlicensed)
Last updated: Aug 04, 2023 by Jacob Mathews (Deactivated)
1 min read

There is a special configuration required to support the calculation of returns when a portfolio holds a position both long and short at the same time, and these positions are stored as two separate positions in the HOLDING database. The functionality can be used in two ways:

  • The portfolio segmentation includes long/short in the Grouping Rule.

  • The portfolio segmentation does not include long/short in the Grouping Rule.