Hi everyone,
I'm running into issues trying to manipulate Quandl Data inserted into my Pipeline using Custom Factors. My goal is to be able to have the Unemployment rate, a 3-month rolling average of the unemployment rate and a 12-month low of the 3MA excluding the current month attached to each security. Any help or suggestions would be greatly appreciated.
The research notebook is attached. View the full notebook to get the whole picture.
Thanks!
Hey guys,
I did some digging and worked on this some more and got farther along. Any thoughts?
A little more background:
I am trying to recreate a version of the Sahm Index from FRED that can be referred to in the pipeline, to possibly change the portfolio weights based on if there is a potential recession. I created a version of this in a research notebook that pulled the data from elsewhere, however, I realized that not only does Quandl work differently in the IDE than in research but pipelines work very differently with outside data like Quandl than in the notebooks. So below is my effort to find the middle ground.
It's a jumping-off point for some recession data getting in the mix of some future algos, which I find interesting to test against historical data as well as the very recent economic climate.
For reference:
Sahm Index FRED
The first place I heard about it:
NPR – The Eponymous Economist
I'm stoked I got this far with the help of the following forums:
Spy on FRED Pipeline Syntax Help
How to Implement the Moving Average of a Pipeline Factor
How to Utilize FRED Datasets in Pipeline
Custom Factor with Boolean Values
However, I'm sure this is not the cleanest code, and there may be some better methods out there of achieving the same result So I'm open to suggestions. Also, I'm pretty new, so if I made a huge mistake somewhere, some critiquing would be awesome as well.
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