hi,

I would like to make a universe selection with the following rules:

  1. Look at 1000 most liquid assets. Look at quarter liquidity!
  2. Take 250 least volatile assets among 1000 most liquid from 1. Look at quarter volatility!
  3. Keep stocks with 10 y revenue growth > 0.01
  4. Do this once per month (but keep a minute Resolution).

 

I wanted to post my try, but I was not even close with several tries…