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Why my ADR screen doesn't have ALIBABA?
Tao Wang
posted
Seeking Help Getting Started Using Data Research Pipeline

I am testing something in research and found that Alibaba is not showing up in my ADR screen.

see below,

from quantopian.research import run_pipeline  
from quantopian.pipeline.data import morningstar  
from quantopian.pipeline import Pipeline

def make_pipeline():

    mkt_ms_cap = morningstar.valuation.market_cap.latest  
    mkt_ms_cap_40 = mkt_ms_cap.percentile_between(99,100)  
    adr = morningstar.share_class_reference.is_depositary_receipt.latest  
    return Pipeline(  
    columns={  
            'mkt_cap':mkt_ms_cap,  
            'adr':adr  
        },  
        screen = mkt_ms_cap_40 & (adr)  
    )

test = run_pipeline(make_pipeline(),'2016-10-13','2016-10-13')  
test.head(10)

Alibaba is definitely among the top 10 biggest ADRs. Can someone help me on this?

2 responses
Yifei Shea

You will see BABA if you just output test instead of the first 10, since the output is not sorted by market cap.

I was searching for a method to screen out ADRs and came across your post; it was helpful thank you.

Tao Wang

Thanks for the response Yifei. I think they fixed it later cause I sorted the output by market cap but BABA was not in the list. Anyway it is good now. Good luck with your test.

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