3 Uncorrelated Factors + new datasource
Value, Momentum, Sentiment
As mentioned above this algo uses the paid version of the Sentdex data, though you can easily run the algo with the free version. Just change the import statement from
from quantopian.pipeline.data.sentdex import sentiment as sentdex
from quantopian.pipeline.data.sentdex import sentiment_free as sentdex
also don't forget to adjust the date ranges if using the free dataset.
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