Hey Quantopians,
I am building an algo, and I'm having 2 issues.
In line 99 and 106, my value says that it is too close to zero and there is a runtime error, can someone show me how to fix that.
I want to buy/sell/short a list of stocks, how do i set that up. Trying to buy/sell/short this list is included in the last two definitions of code.
Thanks!!
The first problem (1) actually starts in line 89.
# Don't use assign. This creates a dataframe. Just create a plain old scaler variable.
#context.output_spy = context.output.assign(spy_percent_change = spy_percent)
context.output_spy = spy_percent
The second issue (2). The easiest way to open and/or close a list of securities at one time is to use the 'order_optimal_portfolio' method (see the docs https://www.quantopian.com/help#optimize-api ).
I've made these changes to the algo and attached.
Good luck.
Awesome, thanks Dan!
And just to confirm, to short a stock, you would just have to make the weight negative not positive correct!
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by Quantopian.
In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.