Hi,
A bit new to Quantopian, but I am wondering if there's a good way to figure out the best performing stocks of a given index over some period. In other words, I'm looking for a function or some direction on how to discern the best performing stocks over the past 3 months with a market capitalization of over 50MM.
Can anyone point me in the right direction? Thanks in advance.
Hi Taylor, welcome to Quantopian! There are three ways to initialize stocks in your algorithm, and based on what you described, you'd want to use Fetcher. This allows you to import data from a CSV file to create your trading universe. Here is an example Fetcher algorithm and below are similar strategies to what you're looking for:
https://www.quantopian.com/posts/ivv-core-s-and-p-500-etf-vs-bond-etf-dollar-neutral-strategy
https://www.quantopian.com/posts/ranking-stocks-based-on-signal-percentiles
https://www.quantopian.com/posts/olmar-w-slash-nasdaq-100-and-dollar-volume
Take a look at those threads and let me know if you need any help.
Cheers,
Alisa
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.
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.
