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time series of factor exposures - please help

Hi,

Similar to history function to obtain time series of prices of a selection of stocks, I want to obtain time series of fundamental factors as they change every day for past say 90 days. Example P/E for 90 days. How do I do that in Quantopian?

Best regards,
Pravin

1 response

Pravin, the best way to do this in an algorithm is to access the fundamental data of interest in the Pipeline API.

Generally, you can read about pipeline in the docs:https://www.quantopian.com/help/#pipeline-title
Here's the specific section on fundamentals: https://www.quantopian.com/help/#fundamental-data

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