Hi everyone,
I am just starting to "play" with Quantopian but it seems I am stuck. I am trying to make a Value portfolio with 30 stocks that rebalances every year and implements these filters:
.filter(fundamentals.valuation_ratios.pcf_ratio <= 15.0)
.filter(fundamentals.operation_ratios.roe >= 10.0)
.filter(fundamentals.valuation.market_cap >= 30e6)
.order_by(fundamentals.operation_ratios.roe.desc())
.limit(num_stocks)
However, when I run the algo there's always a flat line and I can't seem to understand what should I do to fix it. I am just starting but I can't find the solution to this problem.
Could anyone help please?