Momentum Stock Screener using Python - Code Walkthrough

🚀 Welcome to our comprehensive webinar conducted on 30-Jun-2024 where I did a code walk though on the topic of "Finding Stocks in high Momentum using Python"
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Programs:

QuantX-Builder for Mastering Momentum Investing. 4 week comprehensive learning programme.
https://www.momentumlab.in/courses/Ma...

QuantX-Strategyzer - The Complete Guide to Quant Investing & Backtesting.
https://www.momentumlab.in/courses/St...
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Free Tools:

Get access to RRG Plot Python Code, Momentum Screener and Market breadth and more https://bit.ly/MomentumLAB

Whether you're a quant investor looking to leverage data for smarter investment decisions or a programmer keen on diving into financial data analysis, this session is perfect for you.

In this webinar, I'll walk you through a step-by-step guide to picking stocks based on High Momentum (Rate of Change) using Python, . Here's what you'll learn:

🔍 Key Highlights:

Fetching and Handling Data with yfinance: Learn to import historical stock data seamlessly.
Calculating Technical Indicators: How to compute and interpret Exponential Moving Averages (EMAs) for trend analysis.
Performance Metrics: Analyzing stock returns over various time frames and identifying high-performing stocks.
Filtering and Ranking Stocks: How to identify and rank top stocks based on momentum and performance criteria.

🎓 Who Should Watch:

Quant Investors: Gain insights into using Python for data-driven investment strategies.
Programmers: Enhance your skills in financial data analysis and visualization.
Finance Enthusiasts: Anyone interested in learning how to analyze and interpret stock data.

🛠️ Tools Used:
Python Libraries: yfinance, pandas, numpy, matplotlib.
Data Sources: NSE (National Stock Exchange) stock data.
📅 Timestamps:

0:00 - Introduction
0:54 - Momentum Filtration Criteria
9:22 - Importing Libraries and Initializing Variables
11:48 - Fetching Historical Data
16:55 - Calculating EMAs and Returns
23:02 - Filtering and Analyzing Stocks
29:00 - Visualizing the Results
31:50 - Q&A Session

Research Papers discussed :
Frog in the Pan - Stocks with Smoother Path Give Better Momentum Returns
https://alphaarchitect.com/2015/11/fr...

52 Week High Effect - Evidence from India
https://papers.ssrn.com/sol3/papers.c...

Absolute Momentum - Its Overlay on Trend Following
https://papers.ssrn.com/sol3/papers.c...

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