hi guys!
trying to get a universe of:
all US stocks
filter every week for 20-90 percentile usd volume
return those stocks
how do I do that? Any hints are appreciated. Thx!
QUANTCONNECT COMMUNITY
hi guys!
trying to get a universe of:
all US stocks
filter every week for 20-90 percentile usd volume
return those stocks
how do I do that? Any hints are appreciated. Thx!
Hi Rainer,
Our Liquid Universe Selection Bootcamp provides an example of how we can rank stocks based on their dollar volume. I recommend starting there.
In regards to filtering on a weekly basis, we can make a scheduled event to run each week that will flag when the universe should be refreshed. Refer to our documentation for more information and examples.
Best,
Derek Melchin
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