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Stock picking and backtesting scripts designed to mirror some of James O'Shaughnessy's strategies outlined in his book 'What Works on Wall Street'

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stock_strategies

This repo seeks to mirror some of James O'Shaughnessy's strategies outlined in his book 'What Works on Wall Street' It uses specific data from AAII but can easily be modified to suit your dataset provided that it contains the necessary variables Please let me know if you find any bugs in the code, and as always, do your own backtesting and research before implementing these strategies. These scripts are not intended to be a substitute for doing your own research, and I cannot guarantee that they follow O'Shaughnessy's exact strategies. This is still very much a work in progress. Basically what I'm trying to say is that if you lose money based on the stock picks from my code, it's not my fault :)

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Stock picking and backtesting scripts designed to mirror some of James O'Shaughnessy's strategies outlined in his book 'What Works on Wall Street'

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