Hello,

I am building an alpha model (Andreas Clenow momentum) that requires a condition using the indicator SPY 200 SMA to generate insights -> in other words, use SPY with 200 SMA as a benchmark to determine the bull or bear state of the market.

Since SPY is not in my Universe Selection, is there a way to manually register for SPY data and warmup the indicator in my alpha ?

 

Another solution would be to implement this condition directly in the UniverseSelection, but it would defy the purpose of the framework.

Author