I am considering to purchase quantrocket software. But I have a problem as follows.
I have a rebalance strategy , which rebalances a portfolio every week.
On the rebalance day, for each stock, I need it's average Dividend Yield within last 5 years.That means we need its every day's Dividend Yield within last 5 years, so that we can compute this 5-year average.
I wonder if it's possible to get this 5-year average Dividend Yield using zipline in QuantRocket?
In Sharadar's fundationmental dataset, I see DIVYIELD (Dividend Yield measures the ratio between a company's [DPS] and its [PRICE]),
I guess we can get 5-year average Dividend Yield through this factor in zipline. And I also want to get the quantiles of Dividend Yield within last 5 years, is it possible using Sharadar's fundationmental dataset to get it?
Could anyone assure this?
Thanks in advance.