Quantopian's community platform is shutting down. Please read this post for more information and download your code.
Back to Community
Homework 2: Heatmap

Hi everyone!

This is my second task of the seminar called 'Introduction to Systematic Investment Strategies'. It was so hard to do it but I tried to do my best!
I am open to comments and constructive criticism :)

1 response

Dear Lucía, I am afraid your code doesn’t work exactly the way you want it to. First, you gorup Q500 by 4 factors, and then take the first 100 elements of a resulted object and reshape it into 10x10 matrix - regardless the values of the factors. What does make you to believe that your heat map is created based on 'Style Score Dec' and ’Value Score Dec' factors and not 'Size Score Dec' for example?
What you need to do is to group the Q500 by only 2 factors you want to analyse and then use .unstack() command to reshape it into a nicely formed data frame. I hope I was able to explain it clearly. If not, please feel free to ask the questions.

best regards,
Chulpan