AI & Algo Trading

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Implementability of Trading Strategies Based on Accounting Information: Piotroski (2000) Revisited

blog.edarchimbaud.com

Implementability of Trading Strategies Based on Accounting Information: Piotroski (2000) Revisited

edarchimbaud
Sep 7, 2023
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Implementability of Trading Strategies Based on Accounting Information: Piotroski (2000) Revisited

blog.edarchimbaud.com
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Original paper

SSRN-id2428946.pdf

Trading rules

  • Investment universe: Top 20% high book-to-market firms

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