How do i create a market neutral portfolio where i can buy X# of stocks from the topranks and short same number from the lowest decile?
Also, use a different ranking system for shorting if desired.
You will need to use the Book feature. Create a long sim and also a short sim then them in a book.
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thanks - let me try that
Quick question, as I have never run a short sim. do i keep all the rules the same and just toggle on the short?
Yes, you can keep the rules the same if you’d like, or add some custom rules like avoiding stocks with too high of short interest, etc. Keep in mind that “buy” rules are really “accumulate” rules and “sell” rules are really “liquidate” rules — the labels don’t change when you toggle the strategy to short.