Dear all

I am new on QC and struggling to implement a simple strategy investing into top 10 stocks with largest momentum percentage MOMP (last close price/close price N days ago) on the last day of month using Framework Algorithm.

 

Questions:

  1. What is the simplest way to embed MOMP indicator calculations for all symbols in a universe - in UniverseSelection (in Fine or Coarse) or in Al[haModel (if the latter - any code examples you recommend?)
  2. What is the best way to implement Last Day of Month rebalancing using Framework (it is still obscure to me). I know Scheduled but do not know how to use it in Framework or whether it is better not to.

 

I've bee digging through lots of threads and examples and not found anything. Will appreciate if you can point me into the right direction.