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add long/short position concentration plot to tearsheet #218

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Jstauth opened this issue Nov 24, 2015 · 0 comments
Closed

add long/short position concentration plot to tearsheet #218

Jstauth opened this issue Nov 24, 2015 · 0 comments

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@Jstauth
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Jstauth commented Nov 24, 2015

12_yr_summary_3

Andrew built this awesome long/short position concentration plot that we've looked at previously. Should make it into pyfolio I think as it is generally applicable and useful across many different algos.
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@Jstauth @a-campbell