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Picking stocks using Earnings per Share
James Londal
posted

Sharing my first algorithm which is a modification of [https://www.quantopian.com/posts/using-number-fundamentals-growth-ranking-for-healthy-growth-stock-picking-strategy][1]. Rather than limiting to ROIC > 10% a took growth in EPS > 0.05%.

I was wondering if its possible to cycle through all the M* data to see which metrics are predictive of growth using Quantopain; loop backtests? I see you can get some fundamental data from Quandl so could do it off line that way but before I did that I was hoping someone has already done that?

James

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