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PEAD Strategy

Hello,

I'm pretty new to Quantopian and I love the platform. I'm attempting to build Ball and Brown 1968 PEAD Strategy (https://www.chicagobooth.edu/pdf/ballbrown1968.pdf) using the Zacks Earnings Surprise free dataset but I keep running into this issue ("TypeError: init() takes exactly 4 arguments (3 given)"). I would be grateful for some help.

Thank you,
Naeem Semerkant

2 responses

There were a few issues but basically needed to import the 'pipeline' version of the data and not the 'interactive' version. Here's a working notebook.

Good luck

Thank you so much this was very useful