how to pick top N & bottom N using pipeline?

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how to pick top N & bottom N using pipeline?

posted May 3, 2016

Seeking Help Pipeline

How would I find the top N stocks, by gap? And the bottom N? Thought I might continue to try to learn this pipeline thingy.

4 responses

HI Grant,

Thanks for posting this. The problem I am having with this approach is that you detect the gappers from the previous day. So for example, in place_orders, when examining context.output, you would have a list of stocks that gapped the day before. How could you see the rappers for the current trading day?.

Thanks

Jorge,

You could use pipeline to generate a universe of stocks. Then, in the first minute of trading, scan through the list to determine which ones gapped.

Grant

Hi Grant,

Oh I see, that makes sense. For some reason I assumed this was possible with pipelines.

Thanks a lot for the help!

Pipeline runs before the open, so it does not have access to the data. Note also that, as I understand, it needs to see a first trade in a security to admit it. So, effectively the earliest you can use pipeline with IPOs is 1 day after the IPO date.

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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.