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


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