Hello,
I am trying to modify this example
https://www.quantopian.com/lectures/example-long-short-equity-algorithm
by using 2 factors (1 for long and 1 for short). i have run into a problem of combing_rank having an entry with NaN. I cannot explain in detail, but can someone point me to some other algorithm that uses Optimise API but has 2 custom factors?
thanks
-kamal