How to get the Sector to work with international stocks?
Hi John,
We currently only have sector data for US stocks. The Sector factor used in the notebook you shared is built on top of our Morningstar Fundamental data integration, which only includes US data. However, we are currently working on adding international sector data from FactSet. Stay tuned for an announcement in the community once it's added.
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Hello guys,
Since there is no support for International stocks on the Sector() classifier, I have created my own CustomClassifier for Brazilian equities (589 symbols).
The sectors was scraped from Morningstar web site (PETR3 example), the sector code mapping can be found on (quantopian docs)
Nothing fancy, needs some improvement, but works fine.
Hope it 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.