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fix: Partial orthogonalization definition not in line with masterv2 #53

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matteoettam09 opened this issue Sep 28, 2023 · 0 comments

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matteoettam09 commented Sep 28, 2023

🐛 Bug Report

beta_coeff considers the average exposure. This was a first implementation never used. Now use lambdas. Please implement this in prod.

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