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Querying fundamentals for a number of securities
GEORGE HOLBROW-WILSHAW
posted

I am currently working in the research environment and wish to filter by P/E ratio for a number of securities that have already passed some other 'screening' type tests.

Incase I am not making myself clear, the process looks like this

Pool of securities - A, B, C, D,...,X, Y, Z
Test 1 - (Any)
Resultant securities - A, C, D, F, G, K, Z
Test 2 - Filter by P/E ratio < 20
Resultant securities - A, C, G

The original pool of securities that I am using is simply a list of symbol strings, which I then pass through the get_pricing method.

Effectively I am asking if there is any way to pass a list of securities and get_fundamentals for those securities. The format of the security information in the list I have, is the column headers resulting from the get_pricing method.

Sorry, I am fairly new to this.

2 responses
GEORGE HOLBROW-WILSHAW

No worries, solved it by simply passing through the original list first.

Jamie McCorriston

Hi George,

You can also query for fundamentals on specific securities by using .filter(fundamentals.valuation.sid == 24) or .filter(fundamentals.share_class_reference.symbol == 'AAPL').

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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.