Hello All-
I'm a newcomer to Quantopian (few weeks in). Having struggled with this particular concept for a few days straight now, figured it was time to offer it up to the community to see if anyone could offer some guidance.
Essentially, I'm trying to create a Custom Factor that gives the return of the security as of 30 minutes into the trading day. This will allow me to plug this in as a factor to a pipeline/ranking setup that I've already got in place.
All I can seem to find are Custom Factors that produce outputs based solely on information from days prior to the current trading day. Any help would be greatly appreciated! :)
-Peter