Hi All,

I've noticed this issue before and now that I'm trying to use the framework again I see it again.  Using any of the common portolio models (Equal, Confidence, Insight Weighted), whenever I have a short position, it gets rebalanced constantly causing numerious fees.  When you have many securities the fees get way out of control because of the excessive trading.

Notice that when the algorithm goes short, we then have consecutive days after where it is rebalancing the short.  This is not the behavior I want on short positions, I simply want to hold the position as the long position does.  Is there a way to tell the portfolio models to do this or do I have to create my own?