StockSharp.Strategies.0360_Country_Value_Factor.py 5.0.0

Prefix Reserved 
dotnet add package StockSharp.Strategies.0360_Country_Value_Factor.py --version 5.0.0
                    


                    

                
NuGet\Install-Package StockSharp.Strategies.0360_Country_Value_Factor.py -Version 5.0.0
This command is intended to be used within the Package Manager Console in Visual Studio, as it uses the NuGet module's version of Install-Package. 
<PackageReference Include="StockSharp.Strategies.0360_Country_Value_Factor.py" Version="5.0.0" />
For projects that support PackageReference, copy this XML node into the project file to reference the package. 
<PackageVersion Include="StockSharp.Strategies.0360_Country_Value_Factor.py" Version="5.0.0" />
                    


                            Directory.Packages.props
                        

                    

                
<PackageReference Include="StockSharp.Strategies.0360_Country_Value_Factor.py" />
                    


                            Project file
For projects that support Central Package Management (CPM), copy this XML node into the solution Directory.Packages.props file to version the package. 
paket add StockSharp.Strategies.0360_Country_Value_Factor.py --version 5.0.0
                    


                    

                
#r "nuget: StockSharp.Strategies.0360_Country_Value_Factor.py, 5.0.0"
#r directive can be used in F# Interactive and Polyglot Notebooks. Copy this into the interactive tool or source code of the script to reference the package. 
#:package StockSharp.Strategies.0360_Country_Value_Factor.py@5.0.0
#:package directive can be used in C# file-based apps starting in .NET 10 preview 4. Copy this into a .cs file before any lines of code to reference the package. 
#addin nuget:?package=StockSharp.Strategies.0360_Country_Value_Factor.py&version=5.0.0
                    


                            Install as a Cake Addin
                        

                    

                
#tool nuget:?package=StockSharp.Strategies.0360_Country_Value_Factor.py&version=5.0.0
                    


                            Install as a Cake Tool

Country Value Factor Strategy (Python Version)

The Country Value Factor strategy ranks equity markets by the Shiller CAPE ratio. Countries with the lowest CAPE are considered cheap and are bought, while expensive markets are avoided. The approach exploits the tendency for undervalued markets to outperform over time.

Every month the strategy redistributes capital equally among the cheapest countries from a user supplied universe. Positions are sized by portfolio value and only executed when the trade exceeds a minimum USD amount.

Details

  • Universe: Collection of country equity ETFs.
  • Signal: Buy the countries with the lowest CAPE ratios.
  • Rebalance: First trading day of each month.
  • Positioning: Long only.
  • Parameters:
    • Universe – securities representing each country.
    • MinTradeUsd – minimum dollar amount per order.
    • CandleType – time frame of candles (default: 1 day).
  • Note: The sample code contains placeholder logic and should be extended with real factor calculations.
There are no supported framework assets in this package.

Learn more about Target Frameworks and .NET Standard.

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NuGet packages

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Version Downloads Last Updated
5.0.0 225 8/7/2025

fixes.