How to build a screener to feed an algorithm.

New here, obviously. In reviewing the tutorials, it appears that the main thrust of what I saw was how/when to trade a known universe of equities. Is there anything in this tool that allows for decision making in which equities to trade?

Effectively I would like to select equities on a periodic basis that are to be traded based on characteristics such as price, volatility, yield, etc. The initial tutorials didn't cover how to select equities.

Update Backtest

Hi Paul,

Yes, the coarse universe selection function does exactly what you're asking for:

1.) In the entire universe of equities, apply logic to reduce the universe to a select number of equities every day (or whatever period you want).
2.) Buy/sell the reduced universe, etc.
3.) Repeat.

Here is my favorite example that the QC guys have put together to highlight this:

Update Backtest


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