Been a really steep learning curve building my first algorithm.
Enormously grateful to Quantopian for providing the platform to learn > analyse > tests > paper live > repeat
Huge thanks to the community for all the sharing, guidance and support to get to this point to knock up an algorithm..
My steps were nothing extraordinary:
+ Explored the alpha idea in Notebook with Pipeline and get_fundamentals()
+ Mainly use Pipeline to pre qualify stocks; learnt to be very lean to avoid timeout in Pipeline.
+ Used get_fundamentals() for supplementary data for detailed computations to illuminate on the alpha.
+ Wrangled with data to injest into Alphalens.. alternating between disasters, magic, despair and Eureka moments.
+ Suffered the banes of transitioning from Research to IDE, and copying backtest IDs to pyfolio tearsheets.
+ Repeat backtests. Repeat Alphalens. Repeat Pipeline. Repeat timeout.
I think I am now ready for the Optimise API lecture and tutorials.