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Examples

Runnable code examples — copy and run in your environment.

advanced

Point-in-Time Universe Construction

Build a survivorship-bias-free historical S&P 500 universe for any rebalance date.

PITuniversebacktestingDuckDB
advanced

Multi-Factor Portfolio Backtest

Combine ROE, FCF yield, and Piotroski F-score into a simple long-short factor portfolio.

factorbacktestPITDuckDB