Hi,
I am programmed in blueshif a simple momentum ranking strategy. It takes top 20 momentum stocks.
I would like to add a sector restriction. A sector should not have more than 20% weightage.
Can I get the sector data in blueshift ? If not how can I import sector data? How to use this filter in pipeline?
Sorry, at present I see no way of doing this.
We do not have fundamental data (of which sector information is a part) on Blueshift as of now. We are at present running a project to completely re-write our data ingestion/ storage backend. Once that is in place, we have plans to include fundamental data. Once that is in place, it should be avilable through the usual channel, like a history query or as a pipeline factor.