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How can I set equal weights for DollarVolumeUniverse?

Without setting a hard limit on number of holdings and then ranking?

1 response

If you mean by when you are ordering them you can use order_target_percent() and to specify the equal weighting you can use 1 / len(data) So your final order would look something like

order_target_percent(security, 1 / len(data))

Please note that since the IDE uses Python 2 to get the decimal value you must either from __future__ import division or instead use 1.0 / len(data) this is a Python 2 quirk that has been changed in Python 3.


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