Hello,
I'd like to reproduce results from books and papers which I've read. I'd like to start from what Motley Fool's and Greenblatt books explain, and try Joseph Piotroski's F-SCORE. This was most obvious link to start:
https://www.quantopian.com/posts/piotroski-score-plus-aroon-indicator
But I guess things have changed in Zipline - the underlying library Quantopian is based on. Even though I get a notification (1 below) finally when I run a backtest, I get an error (2 below)
Are there any similar working examples of long-term investing in US equities based on fundamental data and with rebalancing?
I'd like to implement a screener, where I get the spectrum of stocks (as wide as possible with an up-to-date fundamentals in a given quarter) and sort/select them based on some criteria.
(1)
Important Message
We have migrated this algorithm to work with a new version of the Quantopian API. The code will be different than the original that was shared, but the investment rationale of the algorithm has not changed. We've put everything you need to know here on one page.
(2)
There was a runtime error.
ValueError:The get_fundamentals method has been removed. To use fundamental data in your notebooks and algorithms, use Pipeline. See: https://www.quantopian.com/help#fundamental-data
Line: 68 inbefore_trading_start
.limit(490)
