QuantRocket Blog

Posts for zipline

Researching the Quality Factor with Alphalens and Zipline

Thu Sep 28 2023 by Brian Stanley

Buying high-quality stocks and avoiding low-quality ones can improve investment returns. In this post, I use Alphalens and Zipline to analyze the Piotroski F-Score, a composite measure of a firm's financial health and quality.

Should You Buy or Sell Stocks that Gap Down?

Thu Sep 03 2020 by Brian Stanley

What happens when strong stocks gap down at the open? A well-known trading strategy is to buy the gap, expecting mean reversion. This post uses Zipline to explore down gaps and finds a profitable strategy based on selling, not buying, the gap.