I'm using the Q500US as my universe. Companies such as MBLY and PNRA are throwing everything off because they trade differently given their pending acquisition. Is there a way to remove stocks from a universe that are pending acquisition?
how to remove stocks from universe that are pending acquisition / recently bought / purchase by another company
Use the 'Mergers and Acquisitions' dataset from EventVestor https://www.quantopian.com/data/eventvestor/mergers_and_acquisitions
Check out the Quantopian Example Notebook https://www.quantopian.com/clone_notebook?id=57cec27bcd79de5f7b000402 . Look about half way through the cells in the notebook and you will see an example of 'Filtering out ANNOUNCED targets'
That should do it for you. Unfortunately, this is a premium dataset which will set you back $85/mo.
To clarify, full access requires a subscription of $85/month. There is about 8 years worth of free data starting in 2007 with this dataset. Good luck!
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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.