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.
CLI:
quantrocket codeload clone 'qval'Python:
from quantrocket.codeload import clone
clone("qval")Start here: qval/Introduction.ipynb
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