hi,
I would like to make a universe selection with the following rules:
- Look at 1000 most liquid assets. Look at quarter liquidity!
- Take 250 least volatile assets among 1000 most liquid from 1. Look at quarter volatility!
- Keep stocks with 10 y revenue growth > 0.01
- 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…
Varad Kabade
Hi Mislav,
inside the coarse filter
Best,
Varad Kabade
Mislav Sagovac
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