How can I use QC500, and get fundamental data?
When I add AddUniverseSelection(new QC500UniverseSelectionModel()), I get the secruities but not the fundamentals. I have seen examples of the getting the fundmentals, but I need a list of securities in initialize and I am not sure how to get that from QC500 in initialize.
Shile Wen
Hi Don,
We can loop through ActiveSecurities then access the fundamentals for a security through security.Fundamentals as we do in a fine filter, e.g. security.Fundamentals.ValuationRatios.NormalizedPERatio.
Best,
Shile Wen
Don Chambers
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