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.
Posts for zipline
Researching the Quality Factor with Alphalens and Zipline
Thu Sep 28 2023 by Brian StanleyShould 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.
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