Embedded Files
- Build two modifications of the Cross-sectional Equity Template Example including minimum 6 variables (the example uses 3) to create a combined_factor ans perform the backtesting of your algorithms for the past 6 months and 2 years.
- Information about other data variables that can be used
- Quantopian data
- New Feature: Data Reference
- New Data: FactSet Estimates
- Self-Serve Data
- Invirtiendo en Renta Variable (Acciones, Indices, Derivados) – Jorge Buitrago – Unidad de Análisis de Ciencias Económicas UACE FCE UN
- If you do the alphalens analysis of the combined factor porposed you will have and 2 % extra credit, these analysis should be also published in your GitHub account.
- Write a report in Overleaf explaining what variables did you include and why, a brief explanation of the variables included, how did you assign the weights, and showing the backtesting results. The code should be published in your GitHub account.
- Send links to the Overlaf report and to the GitHub links in the corresponding assignment in Moodle.
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