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Given you have a database that stores this data daily, you could write a short python script to apply your screening and email you the daily rankings or scores. I think you can even do this in Excell if you have a Bloomberg or TR terminal. I am pretty sure that you can. If you want to backtest the performance of such a strategy then I think using ...


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This is likely attributable to one of a couple things: (1) Your portfolio size for the top/bottom set are on the small side. If you broke the SP500 into quintiles by performance, made top (100) your top portfolio, bottom (100) your bottom portfolio, you're likely to see a more interesting result. (2) As an addendum to (1), your mixed portfolio probably ...


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Algoseek.com is good and they have alacarte pricing for just the symbols you want


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