Meb Faber bug

Hey guys, I am struggling to figure out the bug in this pretty vanilla algorithm and was wondering if someone could lend some insight. Thank you for your help.

2 responses

Try this:

def initialize(context):

assets = symbols('SPY', 'MDY', 'QQQ', 'SLV', 'TLT'); lev = 2.0
if get_open_orders(): return

for sec in assets: