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Is there any way to create a portfolio based upon the current highest-yielding dividend stocks?


3 responses

Is this what you had in mind?

Clone Algorithm
Total Returns
Max Drawdown
Benchmark Returns
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
from quantopian.algorithm import attach_pipeline, pipeline_output
from quantopian.pipeline import Pipeline
from quantopian.pipeline import CustomFactor
from import morningstar

def initialize(context):
    context.num_stocks = 50

    pipe = Pipeline()
    attach_pipeline(pipe, 'dividend_pipeline')

    high_yield = morningstar.valuation_ratios.dividend_yield.latest
    pipe.add(high_yield, 'high_yield')
    schedule_function(rebalance, date_rules.month_start())

def before_trading_start(context, data):
    context.output = pipeline_output('dividend_pipeline')

def handle_data(context, data):

def rebalance(context, data):
    for security in context.output.index:
        if security in data:
            order_target_percent(security, 1.0 / context.num_stocks)
    for security in context.portfolio.positions:
        if security in data:
            if security not in context.output.index:
                order_target_percent(security, 0)
There was a runtime error.

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yes, but with stocks that have a price over 1.00

also, how did you find "morningstar.valuation_ratios.dividend_yield.latest"?