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StockSharp.Strategies.0370_Earnings_Quality_Factor.py package icon

StockSharp.Strategies.0370_Earnings_Quality_Factor.py

v5.0.0Latest Stable
Any Framework

Earnings Quality Factor (Python)

StockSharp
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Published
Aug 7, 2025
1y ago
Total Downloads
733
733

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dotnet add package StockSharp.Strategies.0370_Earnings_Quality_Factor.py --version 5.0.0
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README

Earnings Quality Factor (Python Version)

The Earnings Quality Factor strategy rebalances annually on July 1, going long high quality and short low quality stocks based on earnings quality scores.

Details

  • Entry Criteria: Annual July 1 rebalance using quality scores.
  • Long/Short: Both.
  • Exit Criteria: Next annual rebalance.
  • Stops: No.
  • Default Values:
    • MinTradeUsd = 100
    • CandleType = TimeSpan.FromDays(1).TimeFrame()
  • Filters:
    • Category: Fundamental
    • Direction: Both
    • Indicators: Quality
    • Stops: No
    • Complexity: Intermediate
    • Timeframe: Daily
    • Seasonality: Yes
    • Neural Networks: No
    • Divergence: No
    • Risk Level: Medium

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