gs_quant.markets.position_set.PositionSet.equalize_position_weights¶

PositionSet.equalize_position_weights()[source]¶

Assigns equal weight to each position in position set

Usage

Assigns equal weight to each position in position set

Examples

Assign equal weight to each position in position set:

>>> from gs_quant.markets.position_set import Position, PositionSet
>>>
>>> my_positions = [Position(identifier='AAPL UW'), Position(identifier='MSFT UW')]
>>> position_set = PositionSet(positions=my_positions)
>>> position_set.equalize_position_weights()

See also

get_positions() redistribute_weights()