Hi, I am new to Quantopian and I am trying to run Alphalens on all US stocks. I have seen multiple examples including the tutorial where Q500US, Q1500US, Q3000US is being used. I however need to consider the 23829 unique companies to avoid survivorship bias.
Anyone able to help me with that?
Everything I try if I change my universe I end up with NaN's in the sentiment column.
The result at the end I have is due to the second pipeline which I have commented out. This takes 570 companies into consideration.
Would greatly appreciate a response to my problem.