What's the best way to get a whole bunch of "sid"s loaded up into an algorithm? Lets say I think the fact that ^DJI is price-weighted is stupid (which it is), and I wanted to see how ten years of ^DJI performs if the index was traded without weights between companies, or perhaps market cap weighted. How would I go about loading up the sids of the ^DJI in bulk? doing 20 auto-completions wouldn't be too bad. but if I wanted to do the same thing for the S&P500, it would be tougher... any good tricks to get around all this sid lookup autocompletion work?
@Andrew, this is a hot topic right now! We've been getting emails, feedback submissions, forum posts, and smoke signals telling us to tackle the pre-screening or universe selection problem. There is a nice thread developing on universe selection, and I think we are on our way to a good design. Much of pre-selection hinges on having data beyond pricing. So, we will start with some simple filters and establish an interface that can expand if/when our data set expands.
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@John, was a way created to loading sid in bulk? the link to [universelection] does not load?
being a lazy programmer it would be nice to paste into a window all the tickers we want and to have a CSV list of sid returned. or to paste in the popular indexes and have all the sids returned.
Hello Miguel,
See here for the thread fawce mentioned: https://www.quantopian.com/posts/universe-selection
P.
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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.