Limit algorithm to specific stocks?

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Limit algorithm to specific stocks?

posted Jan 16, 2018

Hi all, new to Python, Quantopian, and Algo trading. Not "new" to coding, but very, very stale--and wasn't very competent with it in the first place.

Anyways, I've been playing with a few algorithms, and modifying them to see what happens. I was trying to make the algorithm (any of them) select from only a few stocks--so for example, is there a way to make the algorithms select from only 5 different stocks?

Lets say to use just the 5 below (picked at random from transactions in the Sample Mean Reversion backtest)
ARRY
RYAM
FTK
WBMD
BCRX

Thanks for the help, and sorry if this has been asked and answered before. I may be too stupid to have recognized it.

1 response

Take a look at the StaticAssets or the StaticSids filters. Those allow one to enter a fixed set of securities as a trading universe. see https://www.quantopian.com/help#built-in-filters

Attached is simple algorithm which implements the 'StaticAssets' filter.

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.