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'PBR + PER ranking sample' by Prophit's request

박용기 2017.11.08 01:01 조회수  918 추천 0

This sample is PBR+PER ranking sample which Prophit requested.


It's based on the article '2. Simple model beats market?' (https://intelliquant.co.kr/article/46


Initial euqity: 10M Won

1. target market is KOSPI. ETF excluded.

2. Only 90% of total account money uses while rebalancing.

3. Rabalancing filter: top 20 stocks order by (PBR rank # + PER rank #) 


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