Hi,
this is my fifth task of the seminar, alphalens and pyfolio analysis of Intraday.
My fundamental is forward PE ratio, which is not in FactSet dataset, therefore I used Earnings Yield.
(Represents earnings yield. This is calculated as Earnings Per Share - Fiscal Period (eps) divided by Price - Close (price_close_fp), multiplied by 100.Note: If the denominator is negative, the formula will return NA.)
Jie