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Risk Parity with Foreign Stocks

Hi all,

I found Georges Bilan's post about Risk Parity (https://www.quantopian.com/posts/risk-parity-slash-slash-all-weather-portfolio) and wanted to adapt it to my portfolios with global stocks. But I learned that it is not possible to get global stock prices through context.sid in the IDE. Is there a way to work around that in the codes?

Thanks so much!!