QUANTCONNECT COMMUNITY
Hi,
Newbie here.
I'm trying to filter a universe of stocks in order to get stocks where the market cap is between 2 values (e.g.: between $50M and $1 bln).
I saw some people use "Dollar Volume" for ordering the universe, but, correct me if I'm wrong, "Dollar Volume" is NOT the market cap of companies, right?
Is there any way to do so?
Thanks!
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Petter Hansson
I didn't find an obvious way to do this, and you're probably out of luck in coarse universe selection unless you supply your own data. It's probably viable to supply your own universe with a list of symbols once a month in a text file without being too much work. It's definitely easily implementable.
If you have a use for this in fine universe selection, we can probably use that MarketCap = NumberOfShares * PricePerShare
Guessing FineFundamental.EarningsReports.BasicAverageShares can be used for this.
Fred Saff
Thanks Petter! It helps
Petter Hansson
Glad to hear! I will stop editing my post now since you were super fast to react. :-)
Fred Saff
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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