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I am a little confused regarding portfolio construction in the farmework.
The documentation says we should have a method called “CreateTargets(self, algorithm, insights)” however when I look at the EqualWeightingPortfolioConstructionModel on Github it has instead a “DetermineTargetPercent(self, activeInsights)” .
Why this discrepancy?
What is the right usage?
Thanks
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Varad Kabade
Hi Quantbert,
EqualWeightingPortfolioConstructionModel provides an implementation of QuantConnect.Algorithm.Framework.Portfolio.IPortfolioConstructionModel.For the EqualWeightingPortfolioConstructionModel, the CreateTargets method is defined in the superclass, PortfolioConstructionModel.
Best,
Varad Kabade
Quantbert
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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