This is a summary of links featured on Quantocracy on Thursday, 09/28/2023. To see our most recent links, visit the Quant Mashup. Read on readers!
Researching the Quality Factor with Alphalens and Zipline [Quant Rocket]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. This post is part of the fundamental factors series, which explores techniques for researching fundamental factors using Pipeline, Alphalens, and Sharadar US
AutoRegressive Moving Average (ARMA) models: Using Python [Quant Insti]In the first part of my ARMA article series, I covered the background theory of lag operators, the stationarity and invertibility of Autoregressive Moving Average models (ARMA) and the different types of versions you can create from it. Here, well explore theoretically these models using Python. Here you'll learn about ARMA model Python examples. From the simulation of these models to a