SimpleBeta built-in factor - no mask argument allowed?

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SimpleBeta built-in factor - no mask argument allowed?

posted Jan 20, 2018

API Seeking Help Show Q Pipeline

This code:

SimpleBeta(target=sid(8554),regression_length=260,mask=QTradableStocksUS())

gives this error:

There was a runtime error.  
TypeError: __new__() got an unexpected keyword argument 'mask'  
USER ALGORITHM:48, in make_pipeline  
beta = SimpleBeta(target=sid(8554),regression_length=260,mask=QTradableStocksUS())

The help page suggests that SimpleBeta should accept mask like every other built-in factor.

Is this a bug, or intentional? If the latter, I suggest adding a note to the help page, stating that mask is not allowed for SimpleBeta.

2 responses

I contacted support, and masking is not supported since SimpleBeta already runs fast enough (I didn't realize that masking was just for pipeline speed up). I recommended that it be added for consistency with other built-in factors, but I gathered from the response that the answer is "no" it won't be added.

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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.