How to set top and bottom constrains?

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How to set top and bottom constrains?

edited Sep 24, 2018

Seeking Help Getting Started

Hello,
I've recently tried to set a limited number of long and short positions. However, I can't find the correct indentation.
I would like to only place trades in the top 10 longs and top 5 shorts. Please help...

4 responses

Daniel Cascio (Blue Robin)

hi Dan,

Something like the below might work for you. Where you use ".top" and ".bottom" to differentiate.

go_longs = (base_universe & ROA_long & ROE_long & PE_long & EPS_Growth_long & Current_R_long & debt_to_marketcap_long) | (base_universe & sector & dividentyield_long) #& bullish_intensity

go_shorts = (base_universe & sector & ROA_short & ROE_short & PE_short & EPS_Growth_short & debt_to_marketcap_short & Current_R_short ) | ( dividentyield_short & sector & base_universe)

longs = go_longs.top(10)
shorts = go_shorts.bottom(5)

picks = longs | shorts

Thanks Daniel!

But I recieve an error:

AttributeError: 'NumExprFilter' object has no attribute 'top'

Has this question been answered? I am having the same issue.

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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.