I am new to Quantopian and still learning on how to code the strategies. But I do have some experience on a different platform in building predictive trading models. I wanted to test a simple strategy on Alpha lens, just to get and idea of it : The idea is to build a long short strategy and allocate weights equal to the negative correlation between open price and volume.
Can you tell me how to write this in the compute function for Alphalens ?
Thanks
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