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Fundamental data for particular stocks

Hey guys, I have defined my own little stock universe consisting of 30 stocks. I would now like to get fundamental data for these 30 stocks. Do you guys know if and how it is possible?

I am currently working on my bachelors thesis so I would appreciate any help.

Thanks and kind regards

Marcel

5 responses

Do you just want to see the data or do you plan on using it in an algorithm? Q doesn't have a GUI to simply get pricing and other data (like other sites such as Yahoo). If you just want to view and manipulate fundamental data you will need to use the research environment based on interactive python notebooks (https://www.quantopian.com/help#overview-research)

Attached is a notebook which may get you started.

Loading notebook preview...
Notebook previews are currently unavailable.

Hey Dan,

Thanks for your reply. I actually only want to use the fundamental data in an algorithm and to test the influence of fundamental analysis on an algorithmic portfolio.

The only constraint is that the algorithm only trades stocks from the preselected stocks which I defined as the universe for my graduation project.

If possible I would like to do something like:

For eachStock in universe:
pe = get.pe_ratio(eachStock)
pb = get.pb_ratio(eachStock)

  If pe > 1:  
        Trade  

Here is an example which demonstrates (one way) how to use fundamentals to select stocks within an algorithm. It simply tries to hold a equal dollar amount of each security in a fixed universe which also passes some fundamental criteria.

Hope this helps.

Clone Algorithm
13
Loading...
Backtest from to with initial capital
Total Returns
--
Alpha
--
Beta
--
Sharpe
--
Sortino
--
Max Drawdown
--
Benchmark Returns
--
Volatility
--
Returns 1 Month 3 Month 6 Month 12 Month
Alpha 1 Month 3 Month 6 Month 12 Month
Beta 1 Month 3 Month 6 Month 12 Month
Sharpe 1 Month 3 Month 6 Month 12 Month
Sortino 1 Month 3 Month 6 Month 12 Month
Volatility 1 Month 3 Month 6 Month 12 Month
Max Drawdown 1 Month 3 Month 6 Month 12 Month
# Backtest ID: 5a2833ea8622644438f57f3c
There was a runtime error.

Awesome this looks exactly like what I am looking for.

Thanks a lot for your help.

Kind regards

Marcel

Playing around with that pb and pe using ~50 each long & short, Optimize and QTradableStocksUS. I didn't try very hard.

Clone Algorithm
5
Loading...
Backtest from to with initial capital
Total Returns
--
Alpha
--
Beta
--
Sharpe
--
Sortino
--
Max Drawdown
--
Benchmark Returns
--
Volatility
--
Returns 1 Month 3 Month 6 Month 12 Month
Alpha 1 Month 3 Month 6 Month 12 Month
Beta 1 Month 3 Month 6 Month 12 Month
Sharpe 1 Month 3 Month 6 Month 12 Month
Sortino 1 Month 3 Month 6 Month 12 Month
Volatility 1 Month 3 Month 6 Month 12 Month
Max Drawdown 1 Month 3 Month 6 Month 12 Month
# Backtest ID: 5a28a31b8622644438f58461
There was a runtime error.