Hello,

I have been learning Python and how to use the Quantopian platform for the last few weeks as I get close to making an investment presentation for next week and I thought that the program I'm building would be a good complement to my research on market neutral strategies.
I would appreciate any help.

I am trying to build a dollar-neutral long/short portfolio where I have 10 stocks long and 10 stocks short, so that I have equal(approximately) amounts(by absolute values) in the long and short sides. I indicated that I want to invest in only 90% of the portfolio value to avoid borrowing/leverage, since I want to mimic as much as possible the conditions of a separate portfolio. At the moment, I want to build a portfolio based on a simple momentum strategy. I want the portfolio to, on the first trade, long 10 stocks, with ~9% of portfolio value invested each, and short 10 stocks, with ~(9%) of portfolio value each, and after that I want to rebalance the portfolio only if my existing positions reach some outer bound.

The idea here is that I have researched a long/short strategy using a predefined grading system and then I follow the procedure I indicated above, except that I enter a long if a stock is an A or B, as indicated by my source, and short if it's a D or F.

For a future project, I researched on the Quantopian help site, and it seems that it's possible to 'upload' these grades via the local_cvs() function. Basically, I am able to download an excel file with the grades of many stocks I pull from a database. Would it be possible to use these grades into a program on the IDE/backtester so that it performs the strategy I outlined previously?

What I have thus far I have achieved it with the help of other people's programs. Thank you.