Pipeline to filtering out financial stocks?

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Pipeline to filtering out financial stocks?

Saravanan Shanmugham

posted

Based on code I saw for is_primary_share that limits to only primary shares, that is also shown below.
So was trying to create a filter/eliminate financial stocks.
Can't figure out how.
I thought " financial = sector_code.ne(103)" would work. but does not.
Is there a list of operators that are available?
Is there way to extend that list?

    # Construct a Filter for only primary shares.  
    share_class = share_class_reference.is_primary_share.latest  
    is_share_class_primary = share_class.eq(1)


    sector_code = asset_classification.morningstar_sector_code.latest  
    financial = sector_code.ne(103)

1 response

Simon Thornington

It's probably doing floating-point comparisons on the sector code. Maybe try filtering based on <103.5 and >102.5 ?

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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.