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To get better performance while doing coarse and fine universe selection, I'd like to get the ETFs filtered out during coarse selection. Does anyone have any ideas?
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Frank Giardina
I was told that you could use HasFundamentalData property to remove ETFs in CoarseSelectionFunction, I added the following line
where cf.HasFundamentalData to my coarse selection. Not sure it worked i am still struggling with the whole universe selection
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