Just trying to build a pipeline. Aiming for:
Use some filter to reduce the sample to "relevant" stocks:
Q500US
volume ( >10MM)Use signals, either built-in or custom factors
still deciding the signals...TBDRank signals
Create merged rank of signals
weighted ranking...TBDCreate a long/short position
how many stocks long/short...TBD
Still work in progress...TBDs means that I either don´t know exactly what works better or so far I don´t know how to code it so ideasare welcome. The overall strategy itself is not defined...I just want to beat the market!
I used a pipeline build by the Quantopian team and I´m adapting it given my needs and capacity to actually modify anything.