Dear Experts,
I am using the long/short equity template. Is it possible to view the names and their weight after optimizer is used?
Thank you
L
Dear Experts,
I am using the long/short equity template. Is it possible to view the names and their weight after optimizer is used?
Thank you
L
Would this do?
show_opt_weights()
Making optimize weights visible
Direct: https://www.quantopian.com/posts/optimization-weights-logging
Like:
Changes
alpha old new pct
-0.0011 0.0331 => -0.0333 -100.8% AVP
0.0118 0.0300 => 0.0333 111.0% UPL
0.0032 0.0321 => 0.0333 103.9% PDLI
-0.0118 -0.0323 => -0.0333 103.2% NGD
-0.0269 -0.0325 => -0.0333 102.5% APRN
0.0183 0.0328 => 0.0333 101.5% LC
0.0075 0.0329 => 0.0333 101.3% OPK
-0.0226 -0.0329 => -0.0333 101.2% SGYP
0.0269 0.0330 => 0.0333 101.0% BLDP
0.0011 -0.0357 => 0.0333 -93.5% PDS
0.0290 0.0335 => 0.0333 99.6% ZNGA
-0.0247 -0.0335 => -0.0333 99.4% PLUG
-0.0290 -0.0337 => -0.0333 99.0% EGO
-0.0140 -0.0338 => -0.0333 98.6% ASNA
-0.0172 -0.0340 => -0.0333 98.0% MUX
-0.0043 -0.0341 => -0.0333 97.7% AUY
0.0097 0.0343 => 0.0333 97.3% CHK
-0.0172 -0.0343 => -0.0333 97.1% NVAX
0.0054 0.0344 => 0.0333 96.9% TRQ