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Hi;
I may be missing something here. In Lesson 12, part 3, it updates it's list if there are stocks that have been killed or added to the market. It updates the list in the program fine.
But it then does not update the stocks it is trading. Shouldn't it be re-calculating what stocks to trade?
Or is it doing that and I didn't see it?
thanks - dave
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Mak K
Hey David. It only rebalances the stocks that it is holding once per day
This “MySectorWeightingPortfolioConstructionModel” Class is being called Daily and that is what is buying and selling the stocks for you.
The universe Selection model that finds the stocks runs on the hourly resolution. Does that clear it up?
David Thielen
Hi Mak;
So is it correct to say:
??? - thanks - dave
Mak K
The Universe Selection Model is what scans the stock market for stocks that fit your specified criteria and that happens based on this Resolution:
The OnSecuritiesChanged() then adds the new stocks that were found in the previous step to the list of securities and removes stocks that aren't to be traded anymore.
This list of securities is then checked daily by the MySectorWeightingPortfolioConstructionModel to send buy and sell orders.
David Thielen
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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