Hi guys,
Is there a way to do so without fetching external data? Possibly by using morning star fudamental data?
Thanks
Hi Anh,
Unfortunately, I don't think there's a specific way to do so right now. One potential way (which would require some testing) might be to look for the absence of a security from a fundamentals query. Our fundamentals database only covers companies so if it isn't returned by a get_fundamentals() query, odds are that it is some kind of fund (ETF or otherwise). Obviously this approach might not work so I definitely suggest testing it out.
Thanks
Josh
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Hi Josh,
You established the list
security_lists.leveraged_etf_list so why not also create a comprehensive ETF list, security_lists.etf_list, by the same method?
Grant
Fundamentals data is a full-featured point-in-time database. The security_lists are more narrowly developed and do not have full point-in-time capabilities. The fundamental database is definitely the way to go.
It does, however, make sense for us to create common universe creation tools for use in pipeline. It's something that I believe we will get to in the next couple months.
Disclaimer
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 Quantopian. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian 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.
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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 Quantopian.
In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian 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.