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My fundamental algo picks biotech and oil/gas stocks. I want to exclude them.
How can I do that?
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Michael Manus
Try this, maybe it works:
https://github.com/QuantConnect/Lean/blob/b346a65e6b3773f0b3efe98aca18008f23e27ebf/Algorithm.CSharp/ConstituentsQC500GeneratorAlgorithm.cs#L107
Michael Manus
that is only a start,
also gas oil would be transportation....
Valery T
That does not help.
Excluding sector "N" defeats the idea of this algorithm.
Michael Manus
hmm yes but there should be a property in the morningstar data somewhere that is what i ment......i couldnt find it
Valery T
The fundamental data is useless without Morningstar industry property.
Jared Broad
I'll see what we can do Valery.. its a very commonly requested feature.
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.
Valery T
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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