Back

Scanning/Screening

I am new to QuantConnect, so please forgive me if this is a super simple question.  Every example that I see involves specifying the exact stock(s) that you want to work with. Is there a way to instead scan for stocks or options that meet specific criteria and automate trades for them?

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.


THE most simple answer is in this post:

https://www.quantconnect.com/forum/discussion/5603/new-algorithm-creator

 

chekout the github examples with universe selections.

0

Hi Choo,

Welcome to QuantConnect! Yes we definitely offer the functionality that you describe, it is called universe selection. You can choose universe selection template when you create a new algorithm to get started.

Here is the coarse-fine universe selection template. It selects symbols by two rounds: first round is coarse selection, which selects the top 100 from the whole universe based on daily dollar volume, and then second round is fine selection, which selects the top 5 from the result of coarse selection based on P/E ratio. Again it’s just a template, you have so much freedom to do whatever you want.

Hope it helps!

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