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On the Research Notebooks examples, we select some equities we want to study. Instead of that, is it possible to study all the available equities, either by looping over them or having them all in a single dataframe?
For example, if I want to compute the distribution of [Close(t+1)/Close(t)] for every equity and list the ones with smaller variance, how could I start?
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Varad Kabade
Hi Thomas Oliveira,
Currently, there is no built-in functionality for the above implementation. Subscribe to the following GH issue for updates:
https://github.com/QuantConnect/Lean/issues/1614
We can manually add all the tickers to perform the required analysis. An workaround would be running a backtest with Universe Selection and save the data in a ObjectStore, then load the data in Research.
Best,
Varad Kabade
Thomas Oliveira
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.
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