Hi,
I am trying to create different context variables based on SIDs in my context.securities variable. For example:
From context.securities = [sid(16841),sid(24), sid(23709)] I would like to automatically generate 3 variables context.amzn, context.aapl, context.nflx. How exactly can I do that ? I have tried different things but I can't actually generate a variable named context.correspondingsymbol.
Thank you