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7 Best Community-Built Value Investing Algorithms Using Fundamentals

This post was originally featured on the Quantopian Blog and authored by Josh Payne.

Last month, Quantopian introduced a powerful new feature: programmatic access to fundamental data from Morningstar in the backtester. It is yet another piece of the Quantopian platform that is leveling the algorithmic investing playing field.

Since the announcement, the response from the Quantopian community has been phenomenal with thousands of backtests already run using the data. Whole new classes of investment strategy, like quantitive value investing, are now more easily executed in Quantopian.

In tandem with the announcement, we made a special offer. The community members who post the best algorithms that use fundamentals to our forums by January 1 would win an additional 12 months of free access to the fundamental data.

With the deadline past, we’ve got seven community members who have earned the additional 12 month prize. Here are the winning posts, algorithms and authors:

If you'd like to learn more about fundamentals, check out the winning algorithms or simply read the original forum post announcing the availability of the data and clone the algorithm there.

Congratulations to all our winners!


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