I've run into an issue that seems simple but I have been unable fix.
I want to find companies that are in a particular percentile in certain criteria.
For example, I want to see companies that have:
P/E ratio in the lowest 40% of their respective industry (Best P/E ratio),
Top 40% of industry in EPS growth and Rev Growth (TTM vs TTM 1 year ago),
Lowest 70% P/CF of industry (Most recent Fiscal Year)
etc.
Is there a simple function to calculate percentiles, or am I in over my head? I am new to Quantopian, but my Python abilities are adequate.
If this is too much to do as a beginner, could a similar method be done to screen for companies above/below an industry average for a given criteria?
Respective Industry Ratio Percentiles
Welcome to Quantopian.
Have you gone through the Pipeline Tutorial yet? When you get down to Lesson 8, it starts exploring ways to divide the data into quantiles.
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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.