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Hello, I was going through the strategy library and came across the interesting Beta Factor in Stocks Algo, but get an error when running the code from the post. I tried changing the decimal to float in the rolling window but it didn't help, not sure how to fix it.
It won't let me attach a backtest which is why I linked to it above.
thanks,
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Fred Painchaud
Hi Mark,
Here is the same algo but running. I shorten the period of the backtest as it takes forever. Did not analyze if the algo makes any sense anymore or not. But it runs.
Decimal was the only problem, in the window and in the custom data class.
Fred
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Mark hatlan
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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