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Use Price instead of AdjustedPrice to Filter Coarse Data
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04 Strategy Library/28 Small Capitalization Stocks Premium Anomaly/02 Method.html

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The first step is coarse universe selection. We create an investment universe with stocks that have fundmental data and with a price greater than $5.
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</p>
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<div class="section-example-container">
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<pre class="python">return [x.Symbol for x in coarse if x.HasFundamentalData and x.AdjustedPrice > 5]
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<pre class="python">return [x.Symbol for x in coarse if x.HasFundamentalData and x.Price > 5]
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</pre>
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</div>
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<p>In fine universe selection, we sort the stocks in the universe by the market capitalization and choose 10 stocks with the lowest market cap.
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<div class="qc-embed-dummy" style="padding-top: 56.25%;"></div>
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<iframe class="qc-embed-backtest" height="100%" width="100%" style="border: 1px solid #ccc; padding: 0; margin: 0;" src="https://www.quantconnect.com/terminal/processCache?request=embedded_backtest_cc510b17cc0f58224282d37fa49643e8.html"></iframe>
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