Guides
Step-by-step tutorials for building with Valuein financial data.
quant
intermediate
Factor-Based Stock Screening
Build a multi-factor stock screen using cross-sectional percentile ranks. Filter by ROE, Piotroski F-score, FCF yield, and momentum signals.
Python SDKMCP ServerDuckDB
10 minRead guide
quant
advanced
Point-in-Time Backtesting
Construct survivorship-bias-free factor portfolios using accepted_at timestamps and PIT universe snapshots.
Python SDKDuckDBMCP Server
15 minRead guide
quant
beginner
Avoiding Look-Ahead Bias: A Case Study
A worked example showing why look-ahead bias inflates backtest returns. Compare 'as-reported' vs 'restated' values on a known restatement and quantify the alpha leak.
Python SDKDuckDB
8 minRead guide