Quantopian's community platform is shutting down. Please read this post for more information and download your code.
Back to Community
Liquidization of Entire Portfolio
Frank King
posted
Seeking Help Contest Portfolio Optimization

Hello:
What would be the better/right way to liquidize all the positions in my portfolio? The following for loop could serve the purpose. However, I don't suppose order_target_percent() can be used in the contest since a contest participating algorithm is required to place all of its orders with the order_optimal_portfolio function. Other ordering methods in the Quantopian API are not allowed in the contest.
Thanks for the advice...

for position in context.portfolio.positions:
order_target_percent(position, 0)

2 responses
Blue Seahawk

Something along this line

import pandas as pd

    order_optimal_portfolio(  
        objective = opt.TargetWeights(  
            # the 0 means close them  
            pd.Series(0, index = context.portfolio.positions.keys())  
        ),  
        constraints = []
Frank King

make sense.... thanks,

About Quantopian
Careers
Community
Events
Documentation
Academia
Lectures
Status
Facebook
Twitter
LinkedIn
YouTube
Terms of Use
Privacy Policy

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.