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thistleknot/max_quarterly.py

Last active September 18, 2022 18:17
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Find max quarterly return
Raw
max_quarterly.py
SELECT p."Date"
,p."Symbol"
,p."ratio_roll_qtr_ret"
FROM PUBLIC."prices_vw" AS p
JOIN (
SELECT "Symbol"
,max("Date")
FROM PUBLIC."prices_vw"
GROUP BY "Symbol"
) AS sq ON p."Date" = sq."max"
AND p."Symbol" = sq."Symbol"
WHERE p."ratio_roll_qtr_ret" IS NOT NULL
ORDER BY "ratio_roll_qtr_ret" DESC;
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