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InsightDirection.Flat meaning?

Hello,

First of all, I read the reference and tutorial. But, I could not find enough information about what does insighdirection.up and flat do exactly.

I only guess Insight up means buy

Then, what is flat and down indicating and what does the execution model do when they are emitted by down or flat?

Regards,

Juhwan

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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.


Hey Juhwan,

Insights are predictions on price movements which can be acted on. When we emit an Insight which has an direction of InsightDirection.Up

insight = Insight.Price(symbol, timedelta(1), InsightDirection.Up)

It means that insight predicts that the symbol will increase in price over the duration of the insight. This can be acted on by the portfolio construction model and execution model by purchasing that symbol.

InsightDirection.Down corresponds to downward price movement prediction, which can be acted on by selling/shorting.

InsightDirection.Flat is a prediction that there will be no price movements, meaning the price will stay flat. This can be acted on by liquidating the position. If there is an active long or short position when a flat insight is emitted, the position will be liquidated.

Learn more in theĀ documentation on creating insights.

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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