Rebalance Ep 4: Debugger, Data, & Boot Camp

Rebalance is a weekly flash briefing of new features and updates for you, our QC community.  In our fourth episode we’re happy to share:

  • The Debugger Is Live! We’ve loved hearing the excitement around our new debugger tool. If you haven’t tried the tool out yet, you can access it from the right side of the terminal in any open project!
  • Patched Data! Ever curious about how we’re patching missing data? We receive raw data from many vendors. If any day’s data is missing, we have a system that automatically attempts to patch the missing data. This week equities and fx data issues were detected and patched. If you see issues with the data please let us know here.
  • New Boot Camp! We’ve had many requests in the past for tutorials on Universe Selection so this week we shipped a Boot Camp on Liquid Universe Selection. The lesson will walk you through the creation of a coarse universe selection filter. You will learn to code a strategy to invest in the top 8 stocks which are liquid and cost more than $10 per share.
  • Coming Soon! We have developed better corporate actions handling for custom/proprietary data sets. Accurate tracking of the data’s security ensures continuity across splits and mergers, allowing your proprietary data to work better with universes. This is vital for meta-data like SEC reports.
Sherry Yang

By: Sherry Yang

21.08.2019