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Hi,
I am new to quantconnect. I did not find any documentation on how I can select symbols from the 8,000 stocks quantconnect offers in the research environment.
I would like that to be time dependent as well. That means, if I look for the 500 stocks with the highest market cap from 2001 until today, then the list should automatically update with the correct symbols.
Is that possible in quantconnect research?
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Custos
Okay, since nobody answers, let me rephrase my question - if it is not possible to load the whole universe via a command like qd.add_universe, can I at least load the csv file you provide (see link below)?
A research environment does not make sense, if I can't load all symbols. When I trade stocks I wanna create portfolios of stocks that meet my criteria, not select arbitrary stocks. Therefore I need all 8,000 stocks that have fundamental data.
Michael Manus
i would recommend to take a look on Arons strategies:
also:
and this
Tim De Lise
Just my 2 cents here. I've been using the platform for a about a year now off and on. I haven't found a way to do this yet in research environment although I would like to as well. In the backtesting this is called "Universe Selection". It seems you just use research environment to debug your code then you should put in a backtest, and the universe selection will work just like you have described. I don't think the research environment is designed to be so dynamic to completely simulate portfolio selection, that is what the backtester is for. Again there is probably a better answer out there. Cheers.
Kevin Laventure
Custos, did you find a solution to get the array of all the tickers available at a point in time in the research environment?
Daniel Chen
Hi Kevin,
Unfortunately, the coarse/fine selection is not accessible in the Research environment, but it can be done in Backtest section.
One possible solution is to use coarse and fine selection. First, you can use coarse selection to pick symbols with fundamental data. Then, in the fine selection, you can get MarketCap from CompanyProfile, sort the symbols and select the 500 highest ones. The code is as follows.
Hope it helps!
Kevin Laventure
Thank you Qilong for your answer.
Custos
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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