I spent some time looking into the fundamental data and attached my notebook for convenience.
However, I failed to retrieve any of the more useful ValuationRatios 3Yr, 5Yr, etc. Wondering if these calculated ratios are available at all.
Anyhow, I am able to calculate any ratio in a notebook but I did not find any sample which shows me how I can retrieve the history of Fundamentals in my strategy.
All samples only show how to filter on the latest value. That does not do much for a proper long-term alpha. Sustainable growth and improvements in the income statement are relevant to choose the proper investment.
Maybe someone knows better?
Jack Simonson
Hi Alex,
Unfortunately, I wasn't able to debug the problem that you've pointed out. We've opened an issue in GitHub which you can follow here and stay abreast of any progress or solutions. We hope to develop a solution soon!
Alex Pressl
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