A rookie question (i'm fairly new to QC and python programming):
I'm interested in learning to use the QC framework and i'm trying to understand the way the modules work and link to one another.
I've studied and equal weighting portfolio construction model on github:
AND i've read the documentation on the use of QC framework portfolio construction models.
In studying this example of a PCM implementation, I can't understand quite how it works. It includes neither the use of the CreateTargets() method nor the creation of any PortfolioTarget objects like:
target = PortfolioTarget.Percent(algorithm, "IBM", 0.1)
If i'm blind or i'm missing something obvious, please say. I can't see how this code meets the requirements set out in the documentation and exactly which objects would be passed to the next stage of the framework.
Best,
Luke
Varad Kabade
Hi Luke Blades,
EqualWeightingPortfolioConstructionModel provides an implementation of QuantConnect.Algorithm.Framework.Portfolio.IPortfolioConstructionModel. For the EqualWeightingPortfolioConstructionModel, the CreateTargets method is defined in the superclass, PortfolioConstructionModel.
Best,
Varad Kabade
Luke Blades
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!