How do I manually remove a symbol from my custom universe?

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How do I manually remove a symbol from my custom universe?

posted Mar 7, 2015

I called the NASDAQ's 200 largets symbols by market cap but I keep getting errors from certain stocks that keep my backtests from completing (KeyError: Security(27358, symbol='LBTY_B', security_name='LIBERTY GLOBAL INC', exchange='NASDAQ GLOBAL SELECT MARKET', start_date=Timestamp('2004-06-08 00:00:00+0000', tz='UTC'), end_date=Timestamp('2015-03-06 00:00:00+0000', tz='UTC'), first_traded=None), for example).

Since, there's always another stock I can call instead of the problematic ones, I tried to make a no-no stock list in the same way I filter out the leveraged_etf_list.

Can anyone tell me what I'm doing wrong?

Thanks in advance.

1 response

Hello Aitor,

Here's what I worked up. It seems to fix the problem, but I would recommend checking more closely.

I'm not sure about the code to handle de-listed stocks. I'm not clear if the backtester can sell stocks that have been de-listed, so there is a risk that they remain in the portfolio; you might check if there are any stragglers.

Grant

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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.