deletions | additions       diff --git a/The_difference_between_the_two__.md b/The_difference_between_the_two__.md  index d221007..5db5f25 100644  --- a/The_difference_between_the_two__.md  +++ b/The_difference_between_the_two__.md 
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* Momentum case: leveraged portfolios lead to increasing trading rules and convex value functions  * Contrarian case: unleveraged portfolios lead to decreasing trading rules and concave value functions  What about short positions, i.e. \(\pi<0\) \(\pi \lt 0\)  ?