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For which instruments Fundamentals are available?

Pawel

5 years, 9 months ago 428 views

Hi Ivann,

Hope you are doing well!

A question as per the title - I noticed for some universes changes of weights between fundamental indicators bring very little change to the backtest result. So I just wanted to confirm if this is coincidence or if fundamentals are not available for those instruments:

  1. I understand you already previously mentioned fundamental data is not provided for all ETFs and Warsaw stock exchange?
  2. What about London - very little changes in simulation as I wrote above
  3. US small caps - there are big shifts in simulation result for top 150 US mega caps, but testing the same for smaller companies ($0,5 bn - $50 bn) leads to small variations only
  4. What about Tokio, Shanghai, Toronto, Korea, etc?

Ideally maybe you can very clearly specify for which instruments fundamentals work?

Thanks in advance!

Pawel

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2 replies

Pawel

5 years, 9 months ago

Ivann,

Thanks! I will have a look.

Best regards,

Pawel

Admin

5 years, 9 months ago

Hey Pawel,

There is a "Signals" section in the backtest results where you can look at the signals used by the backtester. This will let you know whether fundamental data is available for those instruments. 

Kind regards,

The PyInvesting Team