Back

Hi-Volatile ETFs

Hello!

I'm wondering a way to get top 50 Hi-Volatility ETFs to replace a manual list:

string tickersString="NUGT,DUST,JNUG,JDUST"; //... etc

or maybe meeting some other conditions like volume, etc. 

Thanks,

Benton

 

Update Backtest








Potentially you could make volatility indicators in a coarse universe; and pick the top 200 with volume; then 50 most volatile? This would be a universe though so stocks would enter and exit the universe. Don't forget to include the volume part or you'll get penny stocks :) (They won't all be ETF's though)

0

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.


Update Backtest





0

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.


Loading...

This discussion is closed