Code on Quantopian
$30-250 USD
Pago na entrega
I want someone to code a simple code on Quantopian.
Here is the basic structure:
Investment Universe - US Equities
1) Select companies based on an upper and lower Enterprise Value bound (EV)
2) Apply following filters:
a) Do not include OTC, MPL & Trust
b) Sector IS NOT 'FINANCIAL' or 'UTILITIES' (Morning star sectors classifications)
c) Piotroski F Score > 4
d) Altman Z Score > 1.81
e) Current Ration > 1
f) Interest Coverage > 5
g) Share price > $1
h) Last 2 months average volume > 20,000
4) Rank selected stock on EV/EBIT
5) Buy Top 20 stocks
6) Variable re-balancing frequency (option to change Monthly, Quarterly & Annual)
7) Return calculation to be on daily closing price basis
ID do Projeto: #18348658