In the Fundamental Factor Long Short Strategy tutorial here is the part of rebalance function

# Assign each stock equally. Always hold 10% cash to avoid margin call for i in self.long: self.SetHoldings(i,0.9/self.num_fine) for i in self.short: self.SetHoldings(i,-0.9/self.num_fine)

shouldn't it be:

# Assign each stock equally. Always hold 10% cash to avoid margin call for i in self.long: self.SetHoldings(i,0.45/self.num_fine) for i in self.short: self.SetHoldings(i,-0.45/self.num_fine)

if .9 does work, will .45 work too?

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