Screen Filter

Filters a Portfolio universe with supported liquidity or predicate rules.

When to use

Use it before ranking or weighting to remove assets that do not meet eligibility conditions.

Example

Remove candidates below a liquidity threshold, then rank the remaining universe.

Try it here

Explore Screen Filter

Filters a Portfolio universe with supported liquidity or predicate rules.

Exercise steps

1. Compare threshold controls with the expression filter.
2. Inspect the connected Universe and the Filtered Universe output.

Start lesson

Filter three candidates

Connect a three-asset Universe to Universe and select the supported threshold mode. As an illustrative dataset, suppose the chosen rolling window gives average dollar volume of 3 million, 1.2 million, and 0.4 million. With Minimum average dollar volume set to 1 million for that window, the third asset is excluded and the first two continue through Filtered Universe. The numbers describe the predicate; actual output depends on the available market data and the configured window.

Review both threshold units and Average volume window. A data gap is not evidence that an asset has zero liquidity. If no candidate passes, downstream Ranking and Weight Calculator receive an empty set; plan an explicit empty-universe path at Rebalancer. The expression filter is a different configuration and must be validated against its supported fields rather than assumed equivalent to the threshold.

Common problems

An empty filtered universe needs explicit handling. Confirm rule direction and units before using the result.

Next steps

Review the generated Parameters, Outcomes, and Data Ports on this page, then open the related guides for the complete workflow.