Hi
I have this simple question and haven't been able to find the information anywhere ... Basically, I want to convert this into the new pipeline:
set_universe(universe.DollarVolumeUniverse(floor_percentile=10, ceiling_percentile=15))
Basically, I want to know what window_length I have to use dollar_volume.percentile_between(10,15) because I do not get the same universe when I interchange those.
Can anyone please help ?
Thanks