CLONE from "In Search of Distress Risk", John Campbell, Jens Hilscher, and Jan Szilagyi " updated version" but different results...

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CLONE from "In Search of Distress Risk", John Campbell, Jens Hilscher, and Jan Szilagyi " updated version" but different results...

posted

how come your results is different from your list of company are LOCM LOCAL CORP 100.00%
LOOK LOOKSMART LTD 99.91%
USEG U S ENERGY CORP 99.91%
DXM DEX MEDIA INC 99.50%
ASTI ASCENT SOLAR TECHNOLOGIES INC 99.47%
RLJE RLJ ENTERTAINMENT INC 98.43%
VPCO VAPOR CORP 97.99%
XGTI XG TECHNOLOGY INC 94.93%
VGGL VIGGLE INC 91.37%
VRNG VRINGO INC 89.47%
INPH INTERPHASE CORP 88.03%
HERO HERCULES OFFSHORE INC 86.01%
WRES WARREN RESOURCES INC 82.82%
PHMD PHOTOMEDEX INC 82.47%
PRSN PERSEON CORP 78.96%
JOEZ JOE'S JEANS INC 76.87%
SWSH SWISHER HYGIENE INC 74.22%
CLRX COLLABRX INC 62.89%
SPEX SPHERIX INC 58.80%
ADAT AUTHENTIDATE HOLDING CORP 57.40%
ESCR ESCALERA RESOURCES CO 54.40%
NETE NET ELEMENT INC 53.01%

while mine is is as follows:enter link description here

https://ip-10-71-198-239-prod.dynoquant.com/user/554695a91206d6826a000126/nbconvert/html/Cloned%20from%20%22Campbell%2C%20Hilscher%2C%20Szilagyi%20%28CHS%29%20%20Model%20EDIT.ipynb?download=false

COCO CORINTHIAN COLLEGES INC 99.99%
CRMB 57TH STREET GENERAL ACQUISITION CORP 99.92%
KIOR KIOR INC 99.90%
SPEX SPHERIX INC 99.82%
BODY BODY CENTRAL CORP 99.34%
EDMC EDUCATION MANAGEMENT CORP 96.67%
UNTK UNITEK GLOBAL SERVICES INC 95.37%
MELA MELA SCIENCES INC 90.65%
RSH RADIOSHACK CORP 86.52%
NIHD NII HOLDINGS INC 80.78%
CACH CACHE INC 73.32%
END ENDEAVOUR INTERNATIONAL CORP 73.29%
BAXS BAXANO SURGICAL INC 69.92%
HDY HYPERDYNAMICS CORP 57.60%

Does this result change everyday..?? :)

3 responses

Look at the dates and specifically the lag in the second code cell.
To avoid the error "name 't1' is not defined " you have first to execute a "run all"

t1 = three_month_ago(t0) same as yours... no errors found... but entirely different results... than yours... how often does the result change a year more than a year..?? :)

my results are with lag=0, yours with lag=1, check your variable lag in the second cell and perform a "run all"

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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by Quantopian.

In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.