Hi everybody,
I am quite newby here. I am trying to make a variant of the Mean-reversion algorithm as posted in the Getting started Lesson 11 .
Does anybody already published a variant of this algorithm with dynamic set of securities, by using pipeline over let say Q1500US.
All I need is to have in intialize(context) something like:
context.security_list=My_Securities_function(Q1500US)
Thanks,