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Pythonic rework of Uncorrelated Assets Idea Stream

Hi all, 

I'm brand new to QC but am enjoying learning about it. As I read more and watch more videos I usually clone interesting ideas but rework them to be a bit more Pythonic so I can better understand and remember them in the future (I'm a Python "native"). 

I really liked Jared's Idea Stream on uncorrelated assets/global correlation, so I decided to reimplement both the algorithm and notebook to be a bit more Pythonic/cleaner as a learning exercise. The notebook has a bit of explanation about the changes made compared to Jared's original and is split into 2 functions: one for the algorithm and one for the plot. 

Thanks for the awesome tool, can't wait to learn more!

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Thank you, James! Great rework. Mind if we post it on the video comments?

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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.


Sure! Thanks

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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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