Is there a built-in way for filtering low float stocks in the universe? <10mil
Thanks
QUANTCONNECT COMMUNITY
Is there a built-in way for filtering low float stocks in the universe? <10mil
Thanks
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.
George Briggs
Or even a way that's not built-in.
Michael Manus
thats an c# example of an volume indicator
you could use it in some universe selection algos
this is an rsi selection c# algo
"just" change it to your volume indicator
btw if you really try this check if there is really volume data
this volume indicator you could copy and try that in 10 minutes for some stocks...
https://www.quantconnect.com/forum/discussion/526/standalone-average--relative-volume-calculator-class/p1/comment-1408
George Briggs
Thank you for the quick response.
While similiar, float is not the same as volume.
http://www.lowfloat.com/
Jing Wu
Hi George, the ownership information like float shares outstanding is not available in universe selection at present.
Shelby Simpson
As an alternative, you could manually enter the symbols from http://www.lowfloat.com/ into an array and filter as needed from there. You would just need to be vigilant about the list of symbols updating. Â
Jakob kaae
Hi Jing Wu, have float and sharesoutstanding been added or is it still not avaliable? :)
Best regards,
Jakob
Mak K
Hi jakob kaae ,
Float has not been added yet but shares outstanding are availableÂ
https://lean-api-docs.netlify.app/classQuantConnect_1_1Data_1_1Fundamental_1_1CompanyProfile.html#:~:text=%E2%97%86%C2%A0-,SharesOutstanding,-long%20QuantConnect.Data
Â
Thanks!
George Briggs
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.
To unlock posting to the community forums please complete at least 30% of Boot Camp.
You can continue your Boot Camp training progress from the terminal. We hope to see you in the community soon!