the current engine is long-only by default. while long_only=False is accepted, the concordance testing across engines has not been validated for short positions. some engines handle short-selling differently (margin, borrowing costs). investigate and document the cross-engine behaviour for short strategies.
the current engine is long-only by default. while
long_only=Falseis accepted, the concordance testing across engines has not been validated for short positions. some engines handle short-selling differently (margin, borrowing costs). investigate and document the cross-engine behaviour for short strategies.