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Published 20 hours ago • verified publisher icon QuantConnect

Review "Sentiment and Style Rotation Effect in Stocks" Algorithm

Open AlexCatarino opened this issue 4 years ago • 2 comments
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We should update MarketCap usage (don't need to compute it as it is included) and use Universe.Unchanged instead of an empty list when the Universe Selection should not define new members.

AlexCatarino avatar Dec 30 '20 22:12 AlexCatarino

The link to the custom data: http://www.cboe.com/publish/scheduledtask/mktdata/datahouse/equitypc.csv is dead.

AlexCatarino avatar Feb 25 '22 17:02 AlexCatarino

The updated link is https://cdn.cboe.com/resources/options/volume_and_call_put_ratios/equitypc.csv

DerekMelchin avatar Feb 25 '22 22:02 DerekMelchin