Hello Hanguk. Small uninteresting detail (and could try do it myself..) but the custom libraries here in this code have been discussed before.. I wonder where exactly and if I could import them somehow. Appreciate your help. Steph.
will try keep basic Q to a min but had to ask... been looking at code and when defining both strategies in def compute_metas(...): of the class Alpha():, you use "alpha" to create them with 'self.dfs[inst]["alpha"]', my first thought would be that defining the second (momentum) strategy would overwrite the initial 'alpha' column, but you couldn't have made a mistake like that. My understanding is off but was just curious... perhaps you are not considering the first strategy if it's being overwritten but didn't understand why that would be the case.
Hello Hanguk. Small uninteresting detail (and could try do it myself..) but the custom libraries here in this code have been discussed before.. I wonder where exactly and if I could import them somehow. Appreciate your help. Steph.
They are all over, guess you could check out the roadmap pdf
will try keep basic Q to a min but had to ask... been looking at code and when defining both strategies in def compute_metas(...): of the class Alpha():, you use "alpha" to create them with 'self.dfs[inst]["alpha"]', my first thought would be that defining the second (momentum) strategy would overwrite the initial 'alpha' column, but you couldn't have made a mistake like that. My understanding is off but was just curious... perhaps you are not considering the first strategy if it's being overwritten but didn't understand why that would be the case.
i am just showing the two different cases...you would of course comment out one of the two when running the code.