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Is it possible to get US GDP to Market Capitalization Ratio & Shiller PE ratio?

Hi I am trying to use the US GDP to market capitalization ratio for some fundamental analysis. However, I don't see it available anywhere in the libraries or data offered. Can someone point me in the right direction? Also, would like to have PE and Shiller PE ratios for SPY.

3 responses

You can access US GDP in a variety of forms: https://www.quantopian.com/data?searchq=GDP

Market cap is available from the fundamentals data.

Both are accessible via the Pipeline API.

Hope that helps.

Thanks,
Josh

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I looked through the documentation and gave it a try. I am still encountering some difficulty. Is it possible to provide a short example? It would help members of the community a lot as well. Thanks!

Also interesting, how would you get the market cap of the Wilshire 5000 (the total US Market Cap)?