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best performer vs worst performer problem

Hi i have done this NB to identify best and worst performer but the cumulative returns for many stocks is incmplete, is it normal? or mabye i have to choose only stocks with more volume or with higher mkt cap, or some other additional filters?

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2 responses

Hi Giuseppe,

Thanks for posting another great notebook! I spent some time investigating the gaps in the plot, and they seem to be stemming from NaN pricing values (caused by low volume/illiquidity). If you'd like, you can filter out all stocks that have any NaN values in your pipeline time period. I've attached a notebook that does just that. Let me know if you have any questions.

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hello Jamie
once again thank you so much to have taken the time to look at my code, really appreciate your help
-Giuseppe