Calculates headline sizes of strategies given the size of the component trades by first summing the positive sizes and negative sizes separately. Then taking the higher number as the size
A dataframe of strategies which are dataframes containing timeseries sizes of their component instruments. Columns should be 'date', 'strategy', 'instrument', 'size'
A dataframe containing the size of the strategies daily
1 2 3
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.