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Hello,
What does the timedelta parameter on Insights do? Is it only used for Alpha valuation, or does it automatically close out positions after the amount of time specified in the timedelta paramter has elapsed since since the position was opened? It seems like this is the case for certain out-of-the-box framework modules... but not for my custom Alpha Model and Portfolio Selection modules.
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Douglas Stridsberg
If you mean the period parameter, its use depends on whether you choose to use it in your Portfolio Selection model. It doesn't "automatically" do anything. You're right in that the EqualWeight portfolio selection model, the position generated by the insight is closed out after period has elapsed.
KILLC
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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