QUANTCONNECT COMMUNITY
Hi QC Support,
I am trying to design a single algo with a LongAlpha and a ShortAlpha. However, the universe of assets in each are completely different. The assets in LongAlpha are [L1, L2] and the assets in ShortAlpha are [S1, S2]. Please advise how to separate/set the two universes and also class SymbolData for each.
Thanks / Sheikh
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
QuantConnect™ 2024. All Rights Reserved
|
|
Share New Research 
Varad Kabade
Hi Sheikh,
When using two universe selection models and two alpha models we need to note that OnSecuritiesChanged event handler will recieve the same changes therefore we need to pass the list of Symbols relevant to the respective alpha model during initialization. Refer to the attached backtest.
Best,
Varad Kabade
Sheikh Pancham
Thanks for all of your responses on my support requests, Varad!
Sheikh Pancham
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
To unlock posting to the community forums please complete at least 30% of Boot Camp.
You can continue your Boot Camp training progress from the terminal. We hope to see you in the community soon!