How to filter out the foreign company securities?

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How to filter out the foreign company securities?

posted Jun 7, 2016

Since I just want to trade american companies.

2 responses

Thomas,

Take a look at the attached notebook. You can create custom filters based upon any of the Quantopian data sets. I've used the Morningstar data set and filtered for 'is_depositary_receipt' and 'headquarter_country'. If you want just companies with headquarters in the USA then the 'headquarter_country' works best. See the comment for how to change the filter and get different results.

You can use the same custom filter classes and logic in algorithms.

You may also want to look at this post https://www.quantopian.com/posts/pipeline-trading-universe-best-practice to further filter your trading universe to a realistic subset.

Many thanks!

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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.