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Homework for "Introduction to Systematic Investment Strategies"

Hey everyone,

this is the post where I will share my progress in the seminar.

First off, is a computation of cumulative overnight returns on a single stock.

This is my first code in python, so any advice for improvement is very welcome.

Update November 7: Plotted a heatmap of Intraday Returns sorted by deciles of Forward Earning Yield and Sustainable Growth Rate.

Update November 14: Heatmaps of Returns sorted by Financial Health and Growth Ratios

1 response

Dear Ibrahim, thank you for posting your code. Please note that in order to reshape a groupby object into a proper data frame you could just use .unstack() command.

best regards,
Chulpan