Hello,
In the universe selection is there a way to filter by growth vs value stocks?
QUANTCONNECT COMMUNITY
Hello,
In the universe selection is there a way to filter by growth vs value stocks?
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Mislav Sagovac
You can use Coarse And Fundmaental filters. Docs explains it well:Â
https://www.quantconnect.com/docs/algorithm-reference/universesYou can try to filter by momentum (growth stocks) and market cap (value stocks?).
You can try and post bactest with your try.
Kevin Dwyer
Momentum and market cap aren't great indicators of value vs. growth. P/E ratio and a few other statistics will work, but I was wondering if the fine selection has that built in.
Morningstar has a list of growth vs value stocks, but I couldn't find that as an option in the fine universe selection documentation
Mislav Sagovac
P/E ratio is available asÂ
fine.ValuationRatios.PERatioYou can find other indicators here:https://www.quantconnect.com/docs/data-library/fundamentalsÂ
Â
Kevin Dwyer
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.
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