Hi all,
Just wondering if its possible to get the top 5 or 10 largest percentage gainers or losers? I know that you can get the price of security but would you also be able to get the percentage it gained/lost and then be able to sort that list by market cap or sector?
Thank you for your time and help
-Mike
Hi Mike,
You can do this using the Pipeline API! Pipeline allows you to create custom factors such as market cap or sector for all 8000+ securities each day and then rank them and filter them down to a smaller subset. Take a look at this example that creates a market cap custom factor. This should help you get started.
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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.
