I have a signal file coming from an external source, with the following format
date | symbol | rank
Rank is between 100-1 and should tell us what to buy and what to short. I want to load this signal to a factor to do more factor analysis (using alphalens) on it. I don't know how to do it.
My latest trials are:
1- load the data set into a dataframe and use the dataframe in my pipeline
2- Inject the dataframe as a custom factor input
1- Signal contains ranks for Russel1000 index once per year.
Thanks in advance,