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Is there an easy way to blacklist a stock?

Results are legit but just want to get a more realistic feel for performance (one stock 10 bagged)

Just wondering if I can block an individual stock from coming up in scans?

4 responses

You'll need to be more specific regarding "if I can block an individual stock from coming up in scans." What "scans" are you talking about?

Perhaps just make a list, my_universe, that contains only stocks you want to trade?

Using get_fundamentals to pull a list of stocks and then sorting according to metric (say p/e)

similar to this
https://www.quantopian.com/posts/fundamental-data-from-morningstar-now-available-for-backtesting

I would like to remove/blacklist one stock from fundamental_df

Hey, there are 2 options for filtering a security out of your fundamentals results. The first is to add a filter to your query:

df = get_fundamentals(  
    query(fundamentals.valuation.market_cap).filter(  
        fundamentals.valuation.sid != 24  # aapl  
    ),  
)

This will remove aapl from the results. If you want to remove more than one, you can do:

df = get_fundamentals(  
    query(fundamentals.valuation.market_cap).filter(  
        fundamentals.valuation.sid.notin_((24, 3766,  5061)) # aapl, ibm, msft  
    ),  
)

The other option would be to drop the column(s) from the dataframe after the query has been executed. This can be done in pandas with:

df.drop(sid(24), axis=1)  

If you want to drop more than one security, you can do:

df.drop([sid(24), sid(3766), sid(5061)], axis=1)  

If you only want to filter the security out of fundamentals, I would suggest the first approach; however, the second case will work for things like history as well as fundamentals.

I hope this helps!

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helps heaps, ty!