Quantopian's community platform is shutting down. Please read this post for more information and download your code.
Back to Community
PB Value Trading Strategy for Micro Cap Stocks

Hey!

I'm working on a finance project for school trying to develop a trading strategy that will take advantage of value stocks among micro caps. To begin with, I simply want to long micro caps with low price-to-book ratios and re-balance my portfolio on a monthly basis. I've seen modules for different parts but have failed to put it together in a coherent way.

Anyone any advice?

Thanks!