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step0: [NASDAQ 100 Member; lag=0 days] != nullI have checked and both my python and google sheets have the correct current NAS100 stocks (there are 101 of them).
step1: [Actual closing Price; share_lag=0 days; quote_lag=0 days] > 10Currently all NAS100 stocks have a price > 10.
step2: [[Total Return Multiplier over 5 days; lag=0 days]/[Total Return Multiplier over 200 days; lag=0 days]] Bottom 10Total return multiplier of 5 days should be: [prev close - close 6 trading days ago]/[close 6 trading days ago] and the same for 200 days. That is, today, Feb 6, I should be using [close for Feb 5 - close for Jan-29]/[close for Jan-29]. For example, for Apple, I have [275.91 - 258.28]/258.28 = 0.064, for the 200 day, it should be the same except that it is 201 trading days ago.
step3: [[Actual closing Price; share_lag=0 days; quote_lag=0 days]/[Average dollar-volume over 63 days; lag=0 days]] Bottom 7
step4: [[Total Return Multiplier over 5 days; lag=0 days]/[Average dollar-volume over 63 days; lag=0 days]] Bottom param0; Cash When Fewer
Ticker Current Price Return_5_Day Return_200_Day Avg_Dollar_Vol_63 Ret_5d_over_Ret_200d Price_over_AvgDolVol Ret_5d_over_AvgDolVol
DXCM 69.89 -0.05554 0.057177 3.74E+08 -0.97137 1.87E-07 -1.48E-10
SNPS 410.44 -0.14492 0.020082 9.89E+08 -7.2164 4.15E-07 -1.47E-10
CRWD 377.16 -0.15173 0.039896 1.22E+09 -3.80298 3.09E-07 -1.24E-10
ORLY 92.86 -0.0606 0.01783 5.4E+08 -3.39863 1.72E-07 -1.12E-10
DASH 183.86 -0.1147 0.070073 1.14E+09 -1.6368 1.62E-07 -1.01E-10
QCOM 136.3 -0.10459 0.018097 1.57E+09 -5.77924 8.66E-08 -6.64E-11
ISRG 476.32 -0.06153 0.017082 1.05E+09 -3.60202 4.52E-07 -5.84E-11
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