Hi guys,
I am trying to do research on ETFs and have been using
( universe=Filters.StaticAssets(context.stock)
where context.stock={9 etfs})
in algorithm mode.
How would I use this in research so I can see how my strategy works with etfs?
Thanks,
Eric
Use StaticAssets in a notebook the same way you would in an algorithm.
# import StaticAssets
from quantopian.pipeline.filters import StaticAssets
# Create a static asset filter (here we want only the ETFs SPY and TLT
my_etfs = StaticAssets(symbols(['SPY', 'TLT']))
# Use the filter as a screen when making a pipe definition or as a mask in a factor
myPipe=Pipeline(
columns={"factor": factor,
"ma_cross": ma_cross,
},
screen = my_etfs
)
See attached notebook with it in action.
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