Review "Sentiment and Style Rotation Effect in Stocks" Algorithm

[AlexCatarino]

We should update MarketCap usage (don't need to compute it as it is included) and use Universe.Unchanged instead of an empty list when the Universe Selection should not define new members.

[AlexCatarino]

The link to the custom data:
http://www.cboe.com/publish/scheduledtask/mktdata/datahouse/equitypc.csv
is dead.

[DerekMelchin]

The updated link is
https://cdn.cboe.com/resources/options/volume_and_call_put_ratios/equitypc.csv