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Help With Dataframes (Resolved)
Jamie Veitch (Azure Hawk)
edited May 15, 2018
Seeking Help

I have a dataframe of the form:

Stock                          VOL  
Equity(53 [ABMD])           0.716368

What I am trying to do is iterate through the dataframe, check if a stock is in my 'short' list, and if it is, reversing the sign of the VOL Column. This is something I've never been very good at, using stack exchange I've got this code:

for i, row in context.outputs.iterrows():  
        if i in context.shorts:  
            ifor_val = -context.outputs[i, 'VOL']  
            context.outputs.set_value(i,'VOL',ifor_val)

However, it throws an error, any suggestions?

3 responses
Delaney Mackenzie
May 15, 2018

Hello Quant Trader, did you get this resolved? If there's updated working code it would be awesome to post it here as well.

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Jamie Veitch (Azure Hawk)
May 15, 2018

I solved it a different way, my original aim was to reverse the sign so that I could get my volatility factor exposure in a long-short algorithm (obviously if I'm going short my factor exposure would be reversed). Instead of using the method I posted above, I simply created two different data frames for my long stocks and short stocks using the multi-pipeline functionality you guys added. This solved my problem.

Delaney Mackenzie
May 15, 2018

Ah got it, thanks for the info and happy you figured it out.

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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.