Equity

Liquidity Universes

Introduction

A liquidity universe lets you select a set of stocks with the greatest dollar volume in the market.

Create Universes

To add a dollar volume universe, call the Universe.DollarVolume.Top helper method and pass the result to the AddUniverse method.

// Add the 50 stocks with the highest dollar volume
AddUniverse(Universe.DollarVolume.Top(50));

// Add the 50 stocks with the highest dollar volume
self.AddUniverse(self.Universe.DollarVolume.Top(50))

Selection Frequency

Equity universes run on a daily basis.

Examples

Demonstration Algorithms
UniverseSelectionDefinitionsAlgorithm.py Python UniverseSelectionDefinitionsAlgorithm.cs C#

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