Overview

• Utilizing yfinance [non-API based] +yahooquery [API-based] - Stock Scanner & Screener Based on a Core Equation of Fundamental Financial Properties, followed by a Multi-dimensional Scan Ranking process.
• Supports Custom Portfolio and the Israeli, US, Swedish and Swiss Stock Markets (Extendable to other stock markets as well).
• The stocks scan and sorting is done according to the below documentation (Core Equation and Multi-Dimensional scan) written using Google Documents (https://www.google.com/docs/about/):

Core Equation

Muti-Dimensional Scan and Ranking Equation

Setup

• Install Python 3.6 or higher from https://www.python.org/downloads/
• (Reccomended but Optional) Install Pycharm Community Edition from https://www.jetbrains.com/pycharm/download/
• Download the source code as a Zip file from this page (https://github.com/asafravid/sss/archive/master.zip) or clone/fork the repository directly
• Open Project from folder (to which you unzipped the sss source code)
• No further steps required apart from pip[3] installing relevant libraries:

Run Step-By-Step Instructions

• 1: Set multi_dim_scan_mode to False and for 1st time run, you may set reference_run_ to None (or to latest relevant directory in results)
• 2: Set the required scanning mode(s) (custom/tase/nsr/all) in sss_config.py and run sss_run.py
• 3: A (New) Results//_..._ directory shall be created under Results// directory
• 4: Feed the Results path into the multi_dim_scan_mode = True (Multi-Dimensional Scan). A PDF and results_sss_*.csv files shall be created in the same directory
• 5: Crash and Continue from crash point - Supported for efficiency.

Indices Maintenance

• Download TASE latest components via https://info.tase.co.il/eng/MarketData/Stocks/MarketData/Pages/MarketData.aspx into Indices/Data_TASE.csv -> This operation is done automatically upon each scan (with research_mode = False) via sss_indices.py
• Download NASDAQ100 latest components via https://www.nasdaq.com/market-activity/quotes/nasdaq-ndx-index into Indices/nasdaq100-components.csv
• Download Russel1000 latest components via https://en.wikipedia.org/wiki/Russell_1000_Index into russell-1000-index.csv
• Download S&P500 latest components into Indices/snp500-components.csv (Remove last line indicating creation date)
• Download NASDAQ latest components (otherlisted.txt, nasdaqlisted.txt, otherlisted.txt) via ftp://ftp.nasdaqtrader.com/symboldirectory/ into the Indices/ directory (Convert .txt to .csv) using an FTP Client (such as https://filezilla-project.org/) -> This operation is done automatically upon each scan (with research_mode = False)
• You can also create your own indice/group of stocks by either overriding the above files' contents or simply adding your own indice to the code support. Use Custom Mode, and example in sss_config.py
• Checkout http://www.nasdaqtrader.com/trader.aspx?id=symboldirdefs for all symbol definitions (for instance - $ in stock names, 5-letter stocks ending with Y, etc)

Disclaimer

• The Scan Results are __By No Neans__ to be interpreted as reccomendations.
• The Results are merely a basis for Research and Analysis.

Understanding and Verifying Units of yfinance parameters

• Units can be compared to https://www.macroaxis.com/stock-analysis/CMRE/Costamare (i.e. CMRE can be replaced for any stock ticker/symbol)
• Use case: CMRE's yfinance earningsQuarterlyGrowth is -0.298, and website shows -29.80% so the match yields that yfinance reports in direct ratio (not %)

Looking Forward for Contributions

• You are encouraged to contribute to this project:

License