I am an Economics / Finance undergrad student about to start writing my thesis and I would love to use Quantopian for this purpose. I have a few ideas brewing at the moment but would like to ask a question about the risk model Quantopian offers and it is a pretty basic question but I was not able to find the answer elsewhere.
Regarding the style factors, is it possible to EXCLUDE the UMD factor from the model? My current ideas relate to momentum in some shape or form and having the option to exclude the UMD factor from the risk model might be important to me.
Thank you for reading!