Hello,
I am wondering how I get my universe of stocks to be stocks that are trading at least 30,000 shares in the first 15 minutes of trading that are priced between 1 - 10 dollars and are up by 4%.
I have been trying to figure this out for 2 days straight now and I am unsure of what to do.
Does anyone know how to accomplish this?
Hi Dante,
To implement this, I suggest you use schedule_function() to run a function 15 minutes of each day and then use the Pipeline API to construct custom factors looking at the USEquityPricing.volume over the last 15 minutes as well as the USEquityPricing.close data. The full list of usable data in Pipeline can be found here.
You can also check out this example to see how to create a custom factor for recent returns.
I hope this helps!
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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.
