I am new to the algorithmic framework, from what I can understand is that:

Universe Selection: to select assets

alpha model: to create the trading signals

1. But, from Bootcamp I was unable to understand how can I select assets based on a condition. For example: I am trying to select between `IWM` and `SPY`. So, at a given point my portfolio will have either SPY or IWM.

2. For the alpha model, how can we use the rolling window for EMA?

Thank you.