how to assign position weights to stocks arbitrarily?
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Description
❓ Questions and Help
In the provided code example, the backtesting framework holds an equal-weighted position in stocks with higher scores each day. If I want to follow my preferences and not solely rely on the stock scores provided by the model, but instead arbitrarily assign position weights to stocks, how should I proceed?
We sincerely suggest you to carefully read the documentation of our library as well as the official paper. After that, if you still feel puzzled, please describe the question clearly under this issue.
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Start by reading the Qlib documentation and the linked official paper, as requested in the issue. The issue names no files or tests and does not define a concrete change or completion condition, so further clarification is needed before implementation.
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Assessment
- Tech stack
- python
- Domain
- fintech-quant
- Issue type
- Documentation
- Difficulty
- 5/5
- Estimated time
- Over a week
- Activity status
- Stale
- Clarity
- Needs clarification
- Newbie friendliness
- 20/100