diff --git a/04 Strategy Library/31 Book-to-Market Value Anomaly/02 Method.html b/04 Strategy Library/31 Book-to-Market Value Anomaly/02 Method.html index 2af5ef5..f81ae0c 100644 --- a/04 Strategy Library/31 Book-to-Market Value Anomaly/02 Method.html +++ b/04 Strategy Library/31 Book-to-Market Value Anomaly/02 Method.html @@ -10,8 +10,6 @@
fine = [x for x in fine if (x.ValuationRatios.PBRatio > 0)] -for i in fine: - i.MarketCap = float(i.EarningReports.BasicAverageShares.ThreeMonths * (i.EarningReports.BasicEPS.TwelveMonths*i.ValuationRatios.PERatio)) top_market_cap = sorted(fine, key = lambda x:x.MarketCap, reverse=True)[:int(len(fine)*0.2)] top_bm = sorted(top_market_cap, key = lambda x: 1 / x.ValuationRatios.PBRatio, reverse=True)[:int(len(top_market_cap)*0.2)] self.sorted_by_bm = [i.Symbol for i in top_bm]