qval

Value strategy for US stocks modeled on Alpha Architect's QVAL ETF, using enterprise multiple and Piotroski F-Score to target cheap, high-quality stocks. Utilizes Sharadar fundamental and price data. Runs in Moonshot.

Clone in QuantRocket

CLI:

quantrocket codeload clone 'qval'

Python:

from quantrocket.codeload import clone
clone("qval")

Browse in GitHub

Start here: qval/Introduction.ipynb

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