Hi all,
I am also new to Quantopian and Python. Was looking for a simple algo that could backtest both PE Ratio and PB Ratio at the same time. If anyone has one built, I could modify the ratios from there. Thank you for your time
-M
Hi Michael, welcome to Quantopian!
This sounds like a job for the Pipeline API! With Pipeline, you can create custom factors with fundamentals data, and then filter the universe of stocks based on those factors. This example should help you to get started. You can look through the importable datasets and the list of fundamentals data to decide what you want to use in your custom factors. The p/e and p/b ratios are under Valuation Ratios.
I hope this helps!
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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.