In the help page for quantopian under Classifier and over built in factors. There is a MarketCap factor I really want to use but is not under a specific import package. It should be under a specific chapter but it is not. Sorry for being so nitpicky about this, I just really want to use that factor!
Sorry for the dumb comment! If anyone could help me find the package for this factor : MarketCap.
Hi,
you can find market cap in morningstar.valuation.market_cap , here is the link to other fundamental data https://www.quantopian.com/help/fundamentals#asset-classification =)
below is a small piece of code for research environment to help you get started
from quantopian.pipeline import Pipeline, CustomFactor
from quantopian.research import run_pipeline
from quantopian.pipeline.data import morningstar
def make_pipeline():
Market_cap= morningstar.valuation.market_cap.latest
return Pipeline(columns={'market_cap': Market_cap})
my_pipe=make_pipeline()
results=run_pipeline(my_pipe, '2015-01-01', '2015-01-01')
results 
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