QuantRocket

Sharadar and Universe Query


#1

Hello All,

I need a little direction to do the following.

I have been able to filter down the universes to nasdaq-sml, nasdaq-mid, and nasdaq-lrg.

I would like to use the sharadar latest financials data and perform a query of a universe tickers and find matches that have ROE > 15%, Current Ratio > 2, and Debt to Equity Ratio < 0.5.

I am pretty sure I need to do this in python.

Any pointing to existing code examples or guidance would be appreciated.


#2

There is sample code for Sharadar data in the codeload library:

https://www.quantrocket.com/code/?filter=sharadar