Request: Script to Sort a List by a Factor
I'm enjoying learning the Cloidquant API.
So far, I understand how to select a universe of stocks using is_symbol_qualified(), and how orders in individual shares are instances of that universe.
It would be great if you could provide an example script that illustrates how to sort, for example, the Dow 30 list by yesterday's close. This could then serve as a template for more interesting factor sorts.
This is the part of the process I'm struggling with at the moment -- co-ordinating the instances at the portfolio level. Any help would be much appreciated.