I know that one way of creating a new factor in a pipeline is to create a new class that uses CustomFactor. But does the following succeed in defining a factor that quantifies how actively a stock is being traded? This way of creating a factor seems to circumvent the creation of a class.
volume_quotient = AverageDollarVolume(window_length=10)/AverageDollarVolume(window_length=60)
pipe.add(volume_quotient, 'volume_quotient')
Thank you.
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