microsoft / microsoft/qlib

how to assign position weights to stocks arbitrarily?

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Python
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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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Research direction

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

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