Back to Community
Using multiple fundamental screens in notebook

Hey All:

Using notebook I am trying to build out a portfolio that utilizes different fundamentals screens for different market caps of stocks. As an example let's say I want my portfolio to have 25% large cap, 25% mid cap, 25% small cap & 25% microcap (this isn't the mix, just an example). The way I screen for stocks in each one of these universes is very different - I wouldn't apply the same screen for deep value on a large cap as I would a small cap and I wouldn't apply the same logic to avoid buying garbage in a small cap as I would a mid cap. So a 1 size fits all approach wouldn't work.

What I would like to know, is will Q allow me to utilize multiple fundamental screens (say fundamentals1_df...fundamentals5_df), take the top n ideas from each screen and then pass them into a weighing mechanism in order to build the portfolio out the way I want it to look, say using the weights above? The goal obviously is to grab a tear sheet and look to optimize both weighing and screening changes.

Hope I made this clear enough & thanks in advance.