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Dhruv started the discussion Equal Weighted Potfolio Construction Model Internals
When this model rebalances a portfolio based on insights, I've noticed a case where the weighting...
Dhruv started the discussion Fundamental Data Missing For November 2023 In Backtest
Why is fundamental data for this month still not available in backtest? Can you clarify when new...
Dhruv started the discussion UniverseSelection & AlphaModel Interation Broken?
The new FundamentalUniverseSelectionModel --> AlphaModel interaction appears broken....
Dhruv left a comment in the discussion Fundamental Data Missing For November 2023 In Backtest
Mia Alissi is there a known issue with fundamental data for November 2023 in backtest?
Dhruv started the discussion Equal Weighted Potfolio Construction Model Internals
When this model rebalances a portfolio based on insights, I've noticed a case where the weighting...
Dhruv started the discussion Fundamental Data Missing For November 2023 In Backtest
Why is fundamental data for this month still not available in backtest? Can you clarify when new...
Dhruv started the discussion UniverseSelection & AlphaModel Interation Broken?
The new FundamentalUniverseSelectionModel --> AlphaModel interaction appears broken....
Dhruv left a comment in the discussion UniverseSelection & AlphaModel Interation Broken?
There is nothing wrong with how was_reblanced is set, it is not being set to True every time....
Dhruv left a comment in the discussion Fundamental Data Missing For November 2023 In Backtest
Mia Alissi is there a known issue with fundamental data for November 2023 in backtest?
Dhruv left a comment in the discussion Fundamental Data Missing For November 2023 In Backtest
Mia, is there a known issue with fundamental data for November 2023?
Dhruv left a comment in the discussion Equal Weighted Potfolio Construction Model Internals
I am using EqualWeightingPortfolioConstructionModel and ImmediateExecutionModel. Here is a repro...
Dhruv left a comment in the discussion UniverseSelection & AlphaModel Interation Broken?
There is nothing wrong with how was_reblanced is set, it is not being set to True every time....
1 years ago