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QQ - Can I make an alpha dependent on another in the algorithm framework

Like.. For example,

 self.AddAlpha(A1)

self.AddAlpha(A2)

Is it possible for insights generated in A2, depend on some data computed in A1?

If thats not the right thing to do, whould u suggest an alternative to do that?

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Hi Guru,

The Algorithm Framework is meant to be a modular system of designing a strategy, in which each component is independent of each other. This way we can easily combine different components without worrying about dependencies. Following this system of design, it isn't good practice to create two alphas which are dependent on each other. Some possible solutions are to combine both alphas into one alpha or to recompute A1's calculations in A2. Don't hesitate to repeat any necessary calculations in each module.

Best
Rahul

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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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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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