From 9b82edb1dc5d4b723de56540ea5236f94a9ef840 Mon Sep 17 00:00:00 2001 From: www-data Date: Wed, 25 Jul 2018 19:51:22 +0000 Subject: [PATCH] Automated push from server made by Jared Broad --- 04 Alpha Streams/02 Creating an Alpha/01 Introduction.html | 4 +++- 1 file changed, 3 insertions(+), 1 deletion(-) diff --git a/04 Alpha Streams/02 Creating an Alpha/01 Introduction.html b/04 Alpha Streams/02 Creating an Alpha/01 Introduction.html index 91a221c28a..e62cfb717e 100644 --- a/04 Alpha Streams/02 Creating an Alpha/01 Introduction.html +++ b/04 Alpha Streams/02 Creating an Alpha/01 Introduction.html @@ -1,3 +1,5 @@

To create an Alpha for the marketplace, you need just two principal components from the Framework: -

  1. A Universe Selection Model, to determine the assets your Alpha will be trading, and
  2. An Alpha Model, to generate Insight objects on selected assets.

The rest of the Algorithm Framework (Portfolio Construction, Execution and Risk Management) are related to position sizing and trade management and not relevant to an external fund. In this section, we will only cover creating an Alpha using the Algorithm Framework. If you have a Classic Algorithm please see the documentation for Upgrading Classic Algorithms.

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  1. A Universe Selection Model, to determine the assets your Alpha will be trading, and
  2. An Alpha Model, to generate Insight objects on selected assets.

The rest of the Algorithm Framework (Portfolio Construction, Execution and Risk Management) are related to position sizing and trade management and not relevant to an external fund. In this section, we will only cover creating an Alpha using the Algorithm Framework. If you have a Classic Algorithm please see the documentation for Upgrading Classic Algorithms.

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All algorithms utilizing the QuantConnect Algorithm Framework are eligible for licensing in the Alpha Streams marketplace.

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