StockSharp.Strategies.0393_ROAEffect_Stocks.py 5.0.0

Prefix Reserved 
dotnet add package StockSharp.Strategies.0393_ROAEffect_Stocks.py --version 5.0.0
                    


                    

                
NuGet\Install-Package StockSharp.Strategies.0393_ROAEffect_Stocks.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.0393_ROAEffect_Stocks.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.0393_ROAEffect_Stocks.py" Version="5.0.0" />
                    


                            Directory.Packages.props
                        

                    

                
<PackageReference Include="StockSharp.Strategies.0393_ROAEffect_Stocks.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.0393_ROAEffect_Stocks.py --version 5.0.0
                    


                    

                
#r "nuget: StockSharp.Strategies.0393_ROAEffect_Stocks.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.0393_ROAEffect_Stocks.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.0393_ROAEffect_Stocks.py&version=5.0.0
                    


                            Install as a Cake Addin
                        

                    

                
#tool nuget:?package=StockSharp.Strategies.0393_ROAEffect_Stocks.py&version=5.0.0
                    


                            Install as a Cake Tool

ROA Effect Stocks (Python Version)

The ROA Effect Stocks strategy targets equities with high returns on assets. An external fundamental data feed supplies the ROA values for the trading universe. At the beginning of each month, the stocks are ranked by ROA, and the portfolio goes long the top decile and short the bottom decile.

Positions are sized equally and rebalanced monthly, capturing the tendency for profitable firms to outperform.

Details

  • Entry Criteria: Monthly ranking by external ROA data.
  • Long/Short: Both directions.
  • Exit Criteria: Monthly rebalance.
  • Stops: No explicit stop.
  • Default Values:
    • Decile = 10
    • MinTradeUsd = 200
    • CandleType = TimeSpan.FromDays(1).TimeFrame()
  • Filters:
    • Category: Fundamental
    • Direction: Both
    • Indicators: Fundamentals
    • Stops: No
    • Complexity: Intermediate
    • Timeframe: Daily
    • Seasonality: Yes
    • Neural Networks: No
    • Divergence: No
    • Risk Level: Medium
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
5.0.0 227 8/7/2025

fixes