Hi,
To get familiar with Quantopian, my basic tasks is to implement some of the screens I have on finviz.com. As a simple example, I want to have a pipeline of stocks with
- market cap > 10b
- RSI under 30
I have other criteria that I have trouble with, like Revenue growth for the last 5 years etc, I will follow up with a different post.
Problem 1: However, when running the attached notebook, I found the RSI result on Quantopian is different from finviz and other sites. e.g, on today 2017-05-06, there is an entry of
mktcap rsi
Equity(3443 [HAL]) 3.870690e+10 25.293132
on finviz, the RSI is 33.61:
http://elite.finviz.com/quote.ashx?t=HAL&ty=c&p=d&b=1
On finviz, the same screen returns 12 results while this one on quantopian return 83!!
on this site, it is RSI=33.46
http://www.stockta.com/cgi-bin/analysis.pl?symb=HAL&mode=table&table=rsi
So it seems quantopian's result is different from others?
Problem 2: How do I sort by symbol, rather than sid in the result?
Thanks for the help!
Kevin