Can anyone implement this short-selling strategy using pipeline? I'm not sure how I'd get 6y average earnings (I tried using the SimpleMovingAverage factor but it returned NaN).
http://www.stockopedia.com/screens/james-montier-trinity-of-risk-screen-158/
This screen uses the following criteria:
P/6y Avg Earnings > 16
EPS > 2 * EPS 6y Avg
Altman Z Score (1) < 1.8
Sector not in F inancials, Utilities,
Results are sorted by:
Altman Z Score (1) in ascending order
And limited to the first 100 Results