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List of stocks in the research environment

Let's say I want to get the list of stocks that satisfy certain criteria at a certain date (04/16/2018)

-Average Volume for last 50 days is at least 500,000 shares

-Member of Nasdaq

-Not an ETF

Is there a way to do this in the research environment?

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This is a new feature we're going to build in research notebook.

https://github.com/QuantConnect/Lean/issues/1614

 

For a workaround now, you could filter those symbols in backtest with the universe selection and copy the symbols into the notebook.

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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.


Ok, actually I cannot figure out how to do this in the  backtest either. Is there a way to select based on the name of the exchange traded, non-ETF, 50 day average volume>x. It would be great if you can write a little script. Thanks!

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Update Backtest





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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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