Hi all,

New user here from Quantipian. I was wnating to load 8 different securities as part of my portfolio.

Over at Quantopian, I am used to doing the following.

def initialize(context): set_symbol_lookup_date('2015-01-01') context.equities = symbols( # Equity 'VV', # US large cap 'VO', # US mid cap 'VB', # US small cap ) context.fixedincome = symbols( # Fixed income 'TLT', # Long-term government bond 'IEF', # Mid-term government bond 'LQD', # Corporate bond ) context.realasset = symbols( # Commodity and REIT 'GLD', # Gold 'VNQ', # US REIT ) context.securities = context.equities + context.fixedincome + context.realasset context.period = 252 # One year to evaluate past performance context.lever = 2.0 # Leverage context.allocation_intervals = 10 # Allocation intervals (100% / 10 = 10% increment) context.weights = dict.fromkeys(context.securities, 0) context.shares = dict.fromkeys(context.securities, 0)

Is there no one function that lets me load all 8 ETFs? Additionally, I am wanting to set the leverage level for the portfolio at 2x. Is there something in QuantConnect that is similar to the "context.level = 2.0" line from Quantopian?

 

Thank you in advance :) 

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