Value investing is always interesting, but it doesn't really work in that form any more (at least not in a Quant strategy). It's also hard to quantify a "long-term competitive advantage" using the companies fundamentals as it's kind of subjective.

Mainly thought you might like some logging for a preview/snapshot of fundamentals' values to see what's there.

2006-01-04 05:45 log_pipe:104 INFO len 48  
2006-01-04 05:45 log_pipe:105 INFO  
            min      mean       max  
LONGS      1.00      1.00      1.00      <= True turns up as 1 here. Now always True, so I might have broken something  
cdebt      0.00    644253.59    3000000.00  
 roic      0.04      0.08      0.62  
2006-01-04 05:45 log_pipe:118 INFO _ _ _   LONGS   _ _ _  
    ... LONGS highs  
                     LONGS     cdebt      roic  
Equity(448 [APA])     True  274000.0  0.060162  
Equity(779 [BCR])     True  100000.0  0.055362  
Equity(14596 [ELNK])  True   16000.0  0.073824  
Equity(15101 [CHKP])  True  200000.0  0.046861  
    ... LONGS lows  
                       LONGS      cdebt      roic  
Equity(7612 [ANDV])     True  3000000.0  0.085788  
Equity(7904 [VAR])      True  2689000.0  0.087473  
Equity(8612 [CHS])      True   332000.0  0.074730  
Equity(26578 [GOOG_L])  True    10000.0  0.059850  
2006-01-04 05:45 log_pipe:118 INFO _ _ _   cdebt   _ _ _  
    ... cdebt highs  
                    LONGS      cdebt      roic  
Equity(7612 [ANDV])  True  3000000.0  0.085788  
Equity(7904 [VAR])   True  2689000.0  0.087473  
Equity(1072 [BR])    True  2000000.0  0.068464  
Equity(16389 [NCR])  True  2000000.0  0.091225  
    ... cdebt lows  
                     LONGS  cdebt      roic  
Equity(7364 [TDW])    True    0.0  0.045372  
Equity(6127 [PPP])    True    0.0  0.154208  
Equity(24617 [KOMG])  True    0.0  0.072857  
Equity(1593 [CLE])    True    0.0  0.046998  
2006-01-04 05:45 log_pipe:118 INFO _ _ _   roic   _ _ _  
    ... roic highs  
                     LONGS     cdebt      roic  
Equity(20680 [AKAM])  True  420000.0  0.623556  
Equity(6127 [PPP])    True       0.0  0.154208  
Equity(21697 [NTRI])  True  169000.0  0.133684  
Equity(16140 [VPHM])  True    8334.0  0.129058  
    ... roic lows  
                     LONGS      cdebt      roic  
Equity(23483 [ANT])   True  1650000.0  0.044302  
Equity(1747 [COGN])   True    32000.0  0.043266  
Equity(6008 [PKD])    True    24000.0  0.041066  
Equity(23709 [NFLX])  True    68000.0  0.040553  

@Scott In my limited but successful personal investing experience over the past 4 years, value investing in 10 to 30 stocks is a discretionary trading method which requires examination of 10K/Q and related news. Quantopian fundamentals data is an excellent initial filter for rank ordering value as an initial screen of the top several hundred stocks. What I personally like about this approach is: 1) I know why I enter each of my positions, and can choose a technical (price movement) entry; 2) except for malfeasance or a surprise, I expect each position will recover from a price dip and maintain value within its historical price range ; and 3) I have sufficient market diversification. I am always looking for new opportunities, and when one arises, I sell a position that has either had an extraordinary short term increase or an extraordinary longer term without any price increase to fund the new opportunity. For this approach, you would use a research notebook for the initial screen. Algorithms are for non-discretionary strategies.

I agree algorithims would be great for initial screening...

I have no problem with the qualiative factors, but i do find the quantitative part much harder...

Maybe a value algorithm would be a winner...