002_quantitative_momentum_strategy.ipynb

{
 "cells": [
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "# Quantitative Momentum Strategy\n",
    "\n",
    "\"Momentum investing\" means investing in the stocks that have increased in price the most.\n",
    "\n",
    "For this project, we're going to build an investing strategy that selects the 50 stocks with the highest price momentum. From there, we will calculate recommended trades for an equal-weight portfolio of these 50 stocks.\n",
    "\n",
    "\n",
    "## Library Imports\n",
    "\n",
    "The first thing we need to do is import the open-source software libraries that we'll be using in this tutorial."
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 17,
   "metadata": {},
   "outputs": [],
   "source": [
    "import numpy as np\n",
    "import pandas as pd\n",
    "import requests\n",
    "import math\n",
    "from scipy.stats import percentileofscore as score\n",
    "import xlsxwriter"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "## Importing Our List of Stocks\n",
    "\n",
    "As before, we'll need to import our list of stocks and our API token before proceeding. Make sure the `.csv` file is still in your working directory and import it with the following command:"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 2,
   "metadata": {},
   "outputs": [],
   "source": [
    "stocks = pd.read_csv(\"sp_500_stocks.csv\")\n",
    "from secrets import IEX_CLOUD_API_TOKEN"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "## Making Our First API Call\n",
    "\n",
    "It's now time to make the first version of our momentum screener!\n",
    "\n",
    "We need to get one-year price returns for each stock in the universe. Here's how."
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 3,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "200"
      ]
     },
     "execution_count": 3,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "symbol = \"AAPL\"\n",
    "api_url = f\"https://sandbox.iexapis.com/stable/stock/{symbol}/stats?token={IEX_CLOUD_API_TOKEN}\"\n",
    "data = requests.get(api_url)\n",
    "data.status_code ## if it returns 200, it means that it is working properly"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 4,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "{'companyName': 'Apple Inc',\n",
       " 'marketcap': 2539295184728,\n",
       " 'week52high': 158.27,\n",
       " 'week52low': 104.64,\n",
       " 'week52highSplitAdjustOnly': 159.75,\n",
       " 'week52lowSplitAdjustOnly': 106.4,\n",
       " 'week52change': 0.3412448693875498,\n",
       " 'sharesOutstanding': 17105207192,\n",
       " 'float': 0,\n",
       " 'avg10Volume': 96613261,\n",
       " 'avg30Volume': 79307910,\n",
       " 'day200MovingAvg': 138.23,\n",
       " 'day50MovingAvg': 154.48,\n",
       " 'employees': 154192,\n",
       " 'ttmEPS': 5.2,\n",
       " 'ttmDividendRate': 0.881830165961749,\n",
       " 'dividendYield': 0.005719022805796917,\n",
       " 'nextDividendDate': '',\n",
       " 'exDividendDate': '2021-07-22',\n",
       " 'nextEarningsDate': '2021-10-15',\n",
       " 'peRatio': 29.79611234680804,\n",
       " 'beta': 1.4970390139531184,\n",
       " 'maxChangePercent': 58.496584944516,\n",
       " 'year5ChangePercent': 4.594019724658255,\n",
       " 'year2ChangePercent': 1.7867654445043109,\n",
       " 'year1ChangePercent': 0.3110483761352406,\n",
       " 'ytdChangePercent': 0.1298611882935447,\n",
       " 'month6ChangePercent': 0.207567989094692,\n",
       " 'month3ChangePercent': 0.15532130806955913,\n",
       " 'month1ChangePercent': -0.0004904104461450735,\n",
       " 'day30ChangePercent': -0.014258808123699071,\n",
       " 'day5ChangePercent': -0.04102690349165352}"
      ]
     },
     "execution_count": 4,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "data = requests.get(api_url).json() #lets turn it into json\n",
    "data #we want specifically the one year price return "
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "## Parsing Our API Call\n",
    "\n",
    "This API call has all the information we need. We can parse it using the same square-bracket notation as in the first project of this course. Here is an example."
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 5,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "0.3110483761352406"
      ]
     },
     "execution_count": 5,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "#to parse a JSON object, you pass in square brackets, and then the key of the dictonary\n",
    "data[\"year1ChangePercent\"]"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "## Executing A Batch API Call & Building Our DataFrame\n",
    "\n",
    "Just like in our first project, it's now time to execute several batch API calls and add the information we need to our DataFrame.\n",
    "\n",
    "We'll start by running the following code cell, which contains some code we already built last time that we can re-use for this project. More specifically, it contains a function called `chunks` that we can use to divide our list of securities into groups of 100."
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 6,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "A,AAL,AAP,AAPL,ABBV,ABC,ABMD,ABT,ACN,ADBE,ADI,ADM,ADP,ADSK,AEE,AEP,AES,AFL,AIG,AIV,AIZ,AJG,AKAM,ALB,ALGN,ALK,ALL,ALLE,ALXN,AMAT,AMCR,AMD,AME,AMGN,AMP,AMT,AMZN,ANET,ANSS,ANTM,AON,AOS,APA,APD,APH,APTV,ARE,ATO,ATVI,AVB,AVGO,AVY,AWK,AXP,AZO,BA,BAC,BAX,BBY,BDX,BEN,BF.B,BIIB,BIO,BK,BKNG,BKR,BLK,BLL,BMY,BR,BRK.B,BSX,BWA,BXP,C,CAG,CAH,CARR,CAT,CB,CBOE,CBRE,CCI,CCL,CDNS,CDW,CE,CERN,CF,CFG,CHD,CHRW,CHTR,CI,CINF,CL,CLX,CMA,CMCSA\n",
      "CME,CMG,CMI,CMS,CNC,CNP,COF,COG,COO,COP,COST,COTY,CPB,CPRT,CRM,CSCO,CSX,CTAS,CTL,CTSH,CTVA,CTXS,CVS,CVX,CXO,D,DAL,DD,DE,DFS,DG,DGX,DHI,DHR,DIS,DISCA,DISCK,DISH,DLR,DLTR,DOV,DOW,DPZ,DRE,DRI,DTE,DUK,DVA,DVN,DXC,DXCM,EA,EBAY,ECL,ED,EFX,EIX,EL,EMN,EMR,EOG,EQIX,EQR,ES,ESS,ETFC,ETN,ETR,EVRG,EW,EXC,EXPD,EXPE,EXR,F,FANG,FAST,FB,FBHS,FCX,FDX,FE,FFIV,FIS,FISV,FITB,FLIR,FLS,FLT,FMC,FOX,FOXA,FRC,FRT,FTI,FTNT,FTV,GD,GE,GILD\n",
      "GIS,GL,GLW,GM,GOOG,GOOGL,GPC,GPN,GPS,GRMN,GS,GWW,HAL,HAS,HBAN,HBI,HCA,HD,HES,HFC,HIG,HII,HLT,HOLX,HON,HPE,HPQ,HRB,HRL,HSIC,HST,HSY,HUM,HWM,IBM,ICE,IDXX,IEX,IFF,ILMN,INCY,INFO,INTC,INTU,IP,IPG,IPGP,IQV,IR,IRM,ISRG,IT,ITW,IVZ,J,JBHT,JCI,JKHY,JNJ,JNPR,JPM,K,KEY,KEYS,KHC,KIM,KLAC,KMB,KMI,KMX,KO,KR,KSS,KSU,L,LB,LDOS,LEG,LEN,LH,LHX,LIN,LKQ,LLY,LMT,LNC,LNT,LOW,LRCX,LUV,LVS,LW,LYB,LYV,MA,MAA,MAR,MAS,MCD,MCHP\n",
      "MCK,MCO,MDLZ,MDT,MET,MGM,MHK,MKC,MKTX,MLM,MMC,MMM,MNST,MO,MOS,MPC,MRK,MRO,MS,MSCI,MSFT,MSI,MTB,MTD,MU,MXIM,MYL,NBL,NCLH,NDAQ,NEE,NEM,NFLX,NI,NKE,NLOK,NLSN,NOC,NOV,NOW,NRG,NSC,NTAP,NTRS,NUE,NVDA,NVR,NWL,NWS,NWSA,O,ODFL,OKE,OMC,ORCL,ORLY,OTIS,OXY,PAYC,PAYX,PBCT,PCAR,PEAK,PEG,PEP,PFE,PFG,PG,PGR,PH,PHM,PKG,PKI,PLD,PM,PNC,PNR,PNW,PPG,PPL,PRGO,PRU,PSA,PSX,PVH,PWR,PXD,PYPL,QCOM,QRVO,RCL,RE,REG,REGN,RF,RHI,RJF,RL,RMD,ROK\n",
      "ROL,ROP,ROST,RSG,RTX,SBAC,SBUX,SCHW,SEE,SHW,SIVB,SJM,SLB,SLG,SNA,SNPS,SO,SPG,SPGI,SRE,STE,STT,STX,STZ,SWK,SWKS,SYF,SYK,SYY,T,TAP,TDG,TDY,TEL,TFC,TFX,TGT,TIF,TJX,TMO,TMUS,TPR,TROW,TRV,TSCO,TSN,TT,TTWO,TWTR,TXN,TXT,TYL,UA,UAA,UAL,UDR,UHS,ULTA,UNH,UNM,UNP,UPS,URI,USB,V,VAR,VFC,VIAC,VLO,VMC,VNO,VRSK,VRSN,VRTX,VTR,VZ,WAB,WAT,WBA,WDC,WEC,WELL,WFC,WHR,WLTW,WM,WMB,WMT,WRB,WRK,WST,WU,WY,WYNN,XEL,XLNX,XOM,XRAY,XRX,XYL\n",
      "YUM,ZBH,ZBRA,ZION,ZTS\n"
     ]
    }
   ],
   "source": [
    "# Function sourced from \n",
    "# https://stackoverflow.com/questions/312443/how-do-you-split-a-list-into-evenly-sized-chunks\n",
    "def chunks(lst, n):\n",
    "    \"\"\"Yield successive n-sized chunks from lst.\"\"\"\n",
    "    for i in range(0, len(lst), n):\n",
    "        yield lst[i:i + n]   \n",
    "        \n",
    "symbol_groups = list(chunks(stocks['Ticker'], 100))\n",
    "symbol_strings = []\n",
    "for i in range(0, len(symbol_groups)):\n",
    "    symbol_strings.append(','.join(symbol_groups[i]))\n",
    "    print(symbol_strings[i])\n",
    "\n",
    "my_columns = ['Ticker', 'Price', 'One-Year Price Return', 'Number of Shares to Buy']"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "Now we need to create a blank DataFrame and add our data to the data frame one-by-one."
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 7,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
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       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>Ticker</th>\n",
       "      <th>Price</th>\n",
       "      <th>One-Year Price Return</th>\n",
       "      <th>Number of Shares to Buy</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <td>0</td>\n",
       "      <td>A</td>\n",
       "      <td>178.280</td>\n",
       "      <td>0.773195</td>\n",
       "      <td>N/A</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>1</td>\n",
       "      <td>AAL</td>\n",
       "      <td>19.499</td>\n",
       "      <td>0.496255</td>\n",
       "      <td>N/A</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>2</td>\n",
       "      <td>AAP</td>\n",
       "      <td>209.960</td>\n",
       "      <td>0.336902</td>\n",
       "      <td>N/A</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>3</td>\n",
       "      <td>AAPL</td>\n",
       "      <td>149.450</td>\n",
       "      <td>0.31221</td>\n",
       "      <td>N/A</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>4</td>\n",
       "      <td>ABBV</td>\n",
       "      <td>107.300</td>\n",
       "      <td>0.247372</td>\n",
       "      <td>N/A</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>500</td>\n",
       "      <td>YUM</td>\n",
       "      <td>128.320</td>\n",
       "      <td>0.399451</td>\n",
       "      <td>N/A</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>501</td>\n",
       "      <td>ZBH</td>\n",
       "      <td>150.123</td>\n",
       "      <td>0.0189868</td>\n",
       "      <td>N/A</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>502</td>\n",
       "      <td>ZBRA</td>\n",
       "      <td>596.690</td>\n",
       "      <td>1.30033</td>\n",
       "      <td>N/A</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>503</td>\n",
       "      <td>ZION</td>\n",
       "      <td>58.750</td>\n",
       "      <td>0.958224</td>\n",
       "      <td>N/A</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>504</td>\n",
       "      <td>ZTS</td>\n",
       "      <td>211.980</td>\n",
       "      <td>0.270413</td>\n",
       "      <td>N/A</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>505 rows × 4 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "    Ticker    Price One-Year Price Return Number of Shares to Buy\n",
       "0        A  178.280              0.773195                     N/A\n",
       "1      AAL   19.499              0.496255                     N/A\n",
       "2      AAP  209.960              0.336902                     N/A\n",
       "3     AAPL  149.450               0.31221                     N/A\n",
       "4     ABBV  107.300              0.247372                     N/A\n",
       "..     ...      ...                   ...                     ...\n",
       "500    YUM  128.320              0.399451                     N/A\n",
       "501    ZBH  150.123             0.0189868                     N/A\n",
       "502   ZBRA  596.690               1.30033                     N/A\n",
       "503   ZION   58.750              0.958224                     N/A\n",
       "504    ZTS  211.980              0.270413                     N/A\n",
       "\n",
       "[505 rows x 4 columns]"
      ]
     },
     "execution_count": 7,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "final_dataframe = pd.DataFrame(columns = my_columns)\n",
    "\n",
    "for symbol_string in symbol_strings: \n",
    "    batch_api_call_url = f\"https://sandbox.iexapis.com/stable/stock/market/batch?symbols={symbol_string}&types=price,stats,quote&token={IEX_CLOUD_API_TOKEN}\"\n",
    "    data = requests.get(batch_api_call_url).json()\n",
    "    for symbol in symbol_string.split(\",\"):\n",
    "        final_dataframe = final_dataframe.append(\n",
    "        pd.Series(\n",
    "        [\n",
    "            symbol, \n",
    "            data[symbol][\"price\"],\n",
    "            data[symbol][\"stats\"][\"year1ChangePercent\"],\n",
    "            \"N/A\"\n",
    "        ],\n",
    "        index = my_columns), \n",
    "        ignore_index = True\n",
    "        )\n",
    "        \n",
    "final_dataframe"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "## Removing Low-Momentum Stocks\n",
    "\n",
    "The investment strategy that we're building seeks to identify the 50 highest-momentum stocks in the S&P 500.\n",
    "\n",
    "Because of this, the next thing we need to do is remove all the stocks in our DataFrame that fall below this momentum threshold. We'll sort the DataFrame by the stocks' one-year price return, and drop all stocks outside the top 50.\n"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 8,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
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       "\n",
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       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
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       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>index</th>\n",
       "      <th>Ticker</th>\n",
       "      <th>Price</th>\n",
       "      <th>One-Year Price Return</th>\n",
       "      <th>Number of Shares to Buy</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <td>0</td>\n",
       "      <td>148</td>\n",
       "      <td>DVN</td>\n",
       "      <td>31.010</td>\n",
       "      <td>2.38445</td>\n",
       "      <td>N/A</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>1</td>\n",
       "      <td>275</td>\n",
       "      <td>LB</td>\n",
       "      <td>80.820</td>\n",
       "      <td>2.29871</td>\n",
       "      <td>N/A</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>2</td>\n",
       "      <td>317</td>\n",
       "      <td>MRO</td>\n",
       "      <td>12.352</td>\n",
       "      <td>1.95006</td>\n",
       "      <td>N/A</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>3</td>\n",
       "      <td>175</td>\n",
       "      <td>FANG</td>\n",
       "      <td>82.200</td>\n",
       "      <td>1.78035</td>\n",
       "      <td>N/A</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>4</td>\n",
       "      <td>111</td>\n",
       "      <td>COTY</td>\n",
       "      <td>8.520</td>\n",
       "      <td>1.65781</td>\n",
       "      <td>N/A</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>5</td>\n",
       "      <td>357</td>\n",
       "      <td>OXY</td>\n",
       "      <td>27.358</td>\n",
       "      <td>1.64352</td>\n",
       "      <td>N/A</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>6</td>\n",
       "      <td>195</td>\n",
       "      <td>FTNT</td>\n",
       "      <td>315.000</td>\n",
       "      <td>1.57883</td>\n",
       "      <td>N/A</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>7</td>\n",
       "      <td>29</td>\n",
       "      <td>AMAT</td>\n",
       "      <td>140.350</td>\n",
       "      <td>1.54068</td>\n",
       "      <td>N/A</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>8</td>\n",
       "      <td>253</td>\n",
       "      <td>IVZ</td>\n",
       "      <td>25.700</td>\n",
       "      <td>1.53221</td>\n",
       "      <td>N/A</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>9</td>\n",
       "      <td>23</td>\n",
       "      <td>ALB</td>\n",
       "      <td>229.520</td>\n",
       "      <td>1.45079</td>\n",
       "      <td>N/A</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>10</td>\n",
       "      <td>344</td>\n",
       "      <td>NUE</td>\n",
       "      <td>111.000</td>\n",
       "      <td>1.43829</td>\n",
       "      <td>N/A</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>11</td>\n",
       "      <td>441</td>\n",
       "      <td>TPR</td>\n",
       "      <td>41.524</td>\n",
       "      <td>1.43307</td>\n",
       "      <td>N/A</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>12</td>\n",
       "      <td>410</td>\n",
       "      <td>SIVB</td>\n",
       "      <td>627.540</td>\n",
       "      <td>1.4274</td>\n",
       "      <td>N/A</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>13</td>\n",
       "      <td>251</td>\n",
       "      <td>IT</td>\n",
       "      <td>328.876</td>\n",
       "      <td>1.36393</td>\n",
       "      <td>N/A</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>14</td>\n",
       "      <td>352</td>\n",
       "      <td>OKE</td>\n",
       "      <td>55.860</td>\n",
       "      <td>1.32719</td>\n",
       "      <td>N/A</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>15</td>\n",
       "      <td>502</td>\n",
       "      <td>ZBRA</td>\n",
       "      <td>596.690</td>\n",
       "      <td>1.30033</td>\n",
       "      <td>N/A</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>16</td>\n",
       "      <td>385</td>\n",
       "      <td>PWR</td>\n",
       "      <td>124.860</td>\n",
       "      <td>1.2965</td>\n",
       "      <td>N/A</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>17</td>\n",
       "      <td>272</td>\n",
       "      <td>KSS</td>\n",
       "      <td>53.680</td>\n",
       "      <td>1.28887</td>\n",
       "      <td>N/A</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>18</td>\n",
       "      <td>179</td>\n",
       "      <td>FCX</td>\n",
       "      <td>35.460</td>\n",
       "      <td>1.25447</td>\n",
       "      <td>N/A</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>19</td>\n",
       "      <td>129</td>\n",
       "      <td>DFS</td>\n",
       "      <td>131.380</td>\n",
       "      <td>1.22537</td>\n",
       "      <td>N/A</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>20</td>\n",
       "      <td>106</td>\n",
       "      <td>COF</td>\n",
       "      <td>166.050</td>\n",
       "      <td>1.22429</td>\n",
       "      <td>N/A</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>21</td>\n",
       "      <td>245</td>\n",
       "      <td>IPG</td>\n",
       "      <td>37.800</td>\n",
       "      <td>1.18623</td>\n",
       "      <td>N/A</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>22</td>\n",
       "      <td>24</td>\n",
       "      <td>ALGN</td>\n",
       "      <td>716.520</td>\n",
       "      <td>1.13422</td>\n",
       "      <td>N/A</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>23</td>\n",
       "      <td>198</td>\n",
       "      <td>GE</td>\n",
       "      <td>104.320</td>\n",
       "      <td>1.13266</td>\n",
       "      <td>N/A</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>24</td>\n",
       "      <td>342</td>\n",
       "      <td>NTAP</td>\n",
       "      <td>93.540</td>\n",
       "      <td>1.11789</td>\n",
       "      <td>N/A</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>25</td>\n",
       "      <td>210</td>\n",
       "      <td>GS</td>\n",
       "      <td>408.622</td>\n",
       "      <td>1.10844</td>\n",
       "      <td>N/A</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>26</td>\n",
       "      <td>318</td>\n",
       "      <td>MS</td>\n",
       "      <td>107.540</td>\n",
       "      <td>1.10368</td>\n",
       "      <td>N/A</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>27</td>\n",
       "      <td>407</td>\n",
       "      <td>SCHW</td>\n",
       "      <td>72.838</td>\n",
       "      <td>1.0986</td>\n",
       "      <td>N/A</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>28</td>\n",
       "      <td>266</td>\n",
       "      <td>KLAC</td>\n",
       "      <td>380.150</td>\n",
       "      <td>1.08585</td>\n",
       "      <td>N/A</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>29</td>\n",
       "      <td>285</td>\n",
       "      <td>LNC</td>\n",
       "      <td>68.090</td>\n",
       "      <td>1.07307</td>\n",
       "      <td>N/A</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>30</td>\n",
       "      <td>288</td>\n",
       "      <td>LRCX</td>\n",
       "      <td>613.950</td>\n",
       "      <td>1.04718</td>\n",
       "      <td>N/A</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>31</td>\n",
       "      <td>315</td>\n",
       "      <td>MPC</td>\n",
       "      <td>61.876</td>\n",
       "      <td>1.02833</td>\n",
       "      <td>N/A</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>32</td>\n",
       "      <td>160</td>\n",
       "      <td>EOG</td>\n",
       "      <td>75.970</td>\n",
       "      <td>1.02823</td>\n",
       "      <td>N/A</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>33</td>\n",
       "      <td>477</td>\n",
       "      <td>WAT</td>\n",
       "      <td>426.340</td>\n",
       "      <td>1.01741</td>\n",
       "      <td>N/A</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>34</td>\n",
       "      <td>417</td>\n",
       "      <td>SPG</td>\n",
       "      <td>132.720</td>\n",
       "      <td>0.998041</td>\n",
       "      <td>N/A</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>35</td>\n",
       "      <td>18</td>\n",
       "      <td>AIG</td>\n",
       "      <td>55.580</td>\n",
       "      <td>0.973636</td>\n",
       "      <td>N/A</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>36</td>\n",
       "      <td>82</td>\n",
       "      <td>CBRE</td>\n",
       "      <td>102.000</td>\n",
       "      <td>0.967982</td>\n",
       "      <td>N/A</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>37</td>\n",
       "      <td>395</td>\n",
       "      <td>RHI</td>\n",
       "      <td>108.820</td>\n",
       "      <td>0.967097</td>\n",
       "      <td>N/A</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>38</td>\n",
       "      <td>462</td>\n",
       "      <td>URI</td>\n",
       "      <td>350.120</td>\n",
       "      <td>0.962132</td>\n",
       "      <td>N/A</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>39</td>\n",
       "      <td>503</td>\n",
       "      <td>ZION</td>\n",
       "      <td>58.750</td>\n",
       "      <td>0.958224</td>\n",
       "      <td>N/A</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>40</td>\n",
       "      <td>220</td>\n",
       "      <td>HIG</td>\n",
       "      <td>72.850</td>\n",
       "      <td>0.951233</td>\n",
       "      <td>N/A</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>41</td>\n",
       "      <td>306</td>\n",
       "      <td>MHK</td>\n",
       "      <td>190.016</td>\n",
       "      <td>0.942438</td>\n",
       "      <td>N/A</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>42</td>\n",
       "      <td>482</td>\n",
       "      <td>WFC</td>\n",
       "      <td>47.570</td>\n",
       "      <td>0.928712</td>\n",
       "      <td>N/A</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>43</td>\n",
       "      <td>98</td>\n",
       "      <td>CMA</td>\n",
       "      <td>76.240</td>\n",
       "      <td>0.923832</td>\n",
       "      <td>N/A</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>44</td>\n",
       "      <td>185</td>\n",
       "      <td>FITB</td>\n",
       "      <td>42.700</td>\n",
       "      <td>0.919304</td>\n",
       "      <td>N/A</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>45</td>\n",
       "      <td>174</td>\n",
       "      <td>F</td>\n",
       "      <td>13.162</td>\n",
       "      <td>0.918493</td>\n",
       "      <td>N/A</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>46</td>\n",
       "      <td>216</td>\n",
       "      <td>HCA</td>\n",
       "      <td>259.600</td>\n",
       "      <td>0.909884</td>\n",
       "      <td>N/A</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>47</td>\n",
       "      <td>426</td>\n",
       "      <td>SYF</td>\n",
       "      <td>49.750</td>\n",
       "      <td>0.904353</td>\n",
       "      <td>N/A</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>48</td>\n",
       "      <td>314</td>\n",
       "      <td>MOS</td>\n",
       "      <td>34.424</td>\n",
       "      <td>0.901124</td>\n",
       "      <td>N/A</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>49</td>\n",
       "      <td>319</td>\n",
       "      <td>MSCI</td>\n",
       "      <td>669.030</td>\n",
       "      <td>0.900863</td>\n",
       "      <td>N/A</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "    index Ticker    Price One-Year Price Return Number of Shares to Buy\n",
       "0     148    DVN   31.010               2.38445                     N/A\n",
       "1     275     LB   80.820               2.29871                     N/A\n",
       "2     317    MRO   12.352               1.95006                     N/A\n",
       "3     175   FANG   82.200               1.78035                     N/A\n",
       "4     111   COTY    8.520               1.65781                     N/A\n",
       "5     357    OXY   27.358               1.64352                     N/A\n",
       "6     195   FTNT  315.000               1.57883                     N/A\n",
       "7      29   AMAT  140.350               1.54068                     N/A\n",
       "8     253    IVZ   25.700               1.53221                     N/A\n",
       "9      23    ALB  229.520               1.45079                     N/A\n",
       "10    344    NUE  111.000               1.43829                     N/A\n",
       "11    441    TPR   41.524               1.43307                     N/A\n",
       "12    410   SIVB  627.540                1.4274                     N/A\n",
       "13    251     IT  328.876               1.36393                     N/A\n",
       "14    352    OKE   55.860               1.32719                     N/A\n",
       "15    502   ZBRA  596.690               1.30033                     N/A\n",
       "16    385    PWR  124.860                1.2965                     N/A\n",
       "17    272    KSS   53.680               1.28887                     N/A\n",
       "18    179    FCX   35.460               1.25447                     N/A\n",
       "19    129    DFS  131.380               1.22537                     N/A\n",
       "20    106    COF  166.050               1.22429                     N/A\n",
       "21    245    IPG   37.800               1.18623                     N/A\n",
       "22     24   ALGN  716.520               1.13422                     N/A\n",
       "23    198     GE  104.320               1.13266                     N/A\n",
       "24    342   NTAP   93.540               1.11789                     N/A\n",
       "25    210     GS  408.622               1.10844                     N/A\n",
       "26    318     MS  107.540               1.10368                     N/A\n",
       "27    407   SCHW   72.838                1.0986                     N/A\n",
       "28    266   KLAC  380.150               1.08585                     N/A\n",
       "29    285    LNC   68.090               1.07307                     N/A\n",
       "30    288   LRCX  613.950               1.04718                     N/A\n",
       "31    315    MPC   61.876               1.02833                     N/A\n",
       "32    160    EOG   75.970               1.02823                     N/A\n",
       "33    477    WAT  426.340               1.01741                     N/A\n",
       "34    417    SPG  132.720              0.998041                     N/A\n",
       "35     18    AIG   55.580              0.973636                     N/A\n",
       "36     82   CBRE  102.000              0.967982                     N/A\n",
       "37    395    RHI  108.820              0.967097                     N/A\n",
       "38    462    URI  350.120              0.962132                     N/A\n",
       "39    503   ZION   58.750              0.958224                     N/A\n",
       "40    220    HIG   72.850              0.951233                     N/A\n",
       "41    306    MHK  190.016              0.942438                     N/A\n",
       "42    482    WFC   47.570              0.928712                     N/A\n",
       "43     98    CMA   76.240              0.923832                     N/A\n",
       "44    185   FITB   42.700              0.919304                     N/A\n",
       "45    174      F   13.162              0.918493                     N/A\n",
       "46    216    HCA  259.600              0.909884                     N/A\n",
       "47    426    SYF   49.750              0.904353                     N/A\n",
       "48    314    MOS   34.424              0.901124                     N/A\n",
       "49    319   MSCI  669.030              0.900863                     N/A"
      ]
     },
     "execution_count": 8,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "final_dataframe.sort_values(\"One-Year Price Return\", ascending = False, inplace = True)\n",
    "final_dataframe = final_dataframe[:50]\n",
    "final_dataframe.reset_index(inplace = True)\n",
    "final_dataframe"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "## Calculating the Number of Shares to Buy\n",
    "\n",
    "Just like in the last project, we now need to calculate the number of shares we need to buy. The one change we're going to make is wrapping this functionality inside a function, since we'll be using it again later in this Jupyter Notebook.\n",
    "\n",
    "Since we've already done most of the work on this, try to complete the following two code cells without watching me do it first!"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 53,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "Enter the size of your portfolio: 100000000\n",
      "100000000\n"
     ]
    }
   ],
   "source": [
    "def portfolio_input():\n",
    "    global portfolio_size\n",
    "    portfolio_size = input(\"Enter the size of your portfolio: \")\n",
    "    \n",
    "    try: \n",
    "        float(portfolio_size)\n",
    "    except ValueError: \n",
    "        print(\"That is not a number! \\nPlease try again:\")\n",
    "        portfolio_size = input(\"Enter the size of your portfolio: \")\n",
    "        \n",
    "portfolio_input()\n",
    "print(portfolio_size)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 54,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>index</th>\n",
       "      <th>Ticker</th>\n",
       "      <th>Price</th>\n",
       "      <th>One-Year Price Return</th>\n",
       "      <th>Number of Shares to Buy</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <td>0</td>\n",
       "      <td>148</td>\n",
       "      <td>DVN</td>\n",
       "      <td>31.010</td>\n",
       "      <td>2.38445</td>\n",
       "      <td>64495</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>1</td>\n",
       "      <td>275</td>\n",
       "      <td>LB</td>\n",
       "      <td>80.820</td>\n",
       "      <td>2.29871</td>\n",
       "      <td>24746</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>2</td>\n",
       "      <td>317</td>\n",
       "      <td>MRO</td>\n",
       "      <td>12.352</td>\n",
       "      <td>1.95006</td>\n",
       "      <td>161917</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>3</td>\n",
       "      <td>175</td>\n",
       "      <td>FANG</td>\n",
       "      <td>82.200</td>\n",
       "      <td>1.78035</td>\n",
       "      <td>24330</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>4</td>\n",
       "      <td>111</td>\n",
       "      <td>COTY</td>\n",
       "      <td>8.520</td>\n",
       "      <td>1.65781</td>\n",
       "      <td>234741</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>5</td>\n",
       "      <td>357</td>\n",
       "      <td>OXY</td>\n",
       "      <td>27.358</td>\n",
       "      <td>1.64352</td>\n",
       "      <td>73104</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>6</td>\n",
       "      <td>195</td>\n",
       "      <td>FTNT</td>\n",
       "      <td>315.000</td>\n",
       "      <td>1.57883</td>\n",
       "      <td>6349</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>7</td>\n",
       "      <td>29</td>\n",
       "      <td>AMAT</td>\n",
       "      <td>140.350</td>\n",
       "      <td>1.54068</td>\n",
       "      <td>14250</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>8</td>\n",
       "      <td>253</td>\n",
       "      <td>IVZ</td>\n",
       "      <td>25.700</td>\n",
       "      <td>1.53221</td>\n",
       "      <td>77821</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>9</td>\n",
       "      <td>23</td>\n",
       "      <td>ALB</td>\n",
       "      <td>229.520</td>\n",
       "      <td>1.45079</td>\n",
       "      <td>8713</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>10</td>\n",
       "      <td>344</td>\n",
       "      <td>NUE</td>\n",
       "      <td>111.000</td>\n",
       "      <td>1.43829</td>\n",
       "      <td>18018</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>11</td>\n",
       "      <td>441</td>\n",
       "      <td>TPR</td>\n",
       "      <td>41.524</td>\n",
       "      <td>1.43307</td>\n",
       "      <td>48164</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>12</td>\n",
       "      <td>410</td>\n",
       "      <td>SIVB</td>\n",
       "      <td>627.540</td>\n",
       "      <td>1.4274</td>\n",
       "      <td>3187</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>13</td>\n",
       "      <td>251</td>\n",
       "      <td>IT</td>\n",
       "      <td>328.876</td>\n",
       "      <td>1.36393</td>\n",
       "      <td>6081</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>14</td>\n",
       "      <td>352</td>\n",
       "      <td>OKE</td>\n",
       "      <td>55.860</td>\n",
       "      <td>1.32719</td>\n",
       "      <td>35803</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>15</td>\n",
       "      <td>502</td>\n",
       "      <td>ZBRA</td>\n",
       "      <td>596.690</td>\n",
       "      <td>1.30033</td>\n",
       "      <td>3351</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>16</td>\n",
       "      <td>385</td>\n",
       "      <td>PWR</td>\n",
       "      <td>124.860</td>\n",
       "      <td>1.2965</td>\n",
       "      <td>16017</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>17</td>\n",
       "      <td>272</td>\n",
       "      <td>KSS</td>\n",
       "      <td>53.680</td>\n",
       "      <td>1.28887</td>\n",
       "      <td>37257</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>18</td>\n",
       "      <td>179</td>\n",
       "      <td>FCX</td>\n",
       "      <td>35.460</td>\n",
       "      <td>1.25447</td>\n",
       "      <td>56401</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>19</td>\n",
       "      <td>129</td>\n",
       "      <td>DFS</td>\n",
       "      <td>131.380</td>\n",
       "      <td>1.22537</td>\n",
       "      <td>15223</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>20</td>\n",
       "      <td>106</td>\n",
       "      <td>COF</td>\n",
       "      <td>166.050</td>\n",
       "      <td>1.22429</td>\n",
       "      <td>12044</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>21</td>\n",
       "      <td>245</td>\n",
       "      <td>IPG</td>\n",
       "      <td>37.800</td>\n",
       "      <td>1.18623</td>\n",
       "      <td>52910</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>22</td>\n",
       "      <td>24</td>\n",
       "      <td>ALGN</td>\n",
       "      <td>716.520</td>\n",
       "      <td>1.13422</td>\n",
       "      <td>2791</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>23</td>\n",
       "      <td>198</td>\n",
       "      <td>GE</td>\n",
       "      <td>104.320</td>\n",
       "      <td>1.13266</td>\n",
       "      <td>19171</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>24</td>\n",
       "      <td>342</td>\n",
       "      <td>NTAP</td>\n",
       "      <td>93.540</td>\n",
       "      <td>1.11789</td>\n",
       "      <td>21381</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>25</td>\n",
       "      <td>210</td>\n",
       "      <td>GS</td>\n",
       "      <td>408.622</td>\n",
       "      <td>1.10844</td>\n",
       "      <td>4894</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>26</td>\n",
       "      <td>318</td>\n",
       "      <td>MS</td>\n",
       "      <td>107.540</td>\n",
       "      <td>1.10368</td>\n",
       "      <td>18597</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>27</td>\n",
       "      <td>407</td>\n",
       "      <td>SCHW</td>\n",
       "      <td>72.838</td>\n",
       "      <td>1.0986</td>\n",
       "      <td>27458</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>28</td>\n",
       "      <td>266</td>\n",
       "      <td>KLAC</td>\n",
       "      <td>380.150</td>\n",
       "      <td>1.08585</td>\n",
       "      <td>5261</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>29</td>\n",
       "      <td>285</td>\n",
       "      <td>LNC</td>\n",
       "      <td>68.090</td>\n",
       "      <td>1.07307</td>\n",
       "      <td>29372</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>30</td>\n",
       "      <td>288</td>\n",
       "      <td>LRCX</td>\n",
       "      <td>613.950</td>\n",
       "      <td>1.04718</td>\n",
       "      <td>3257</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>31</td>\n",
       "      <td>315</td>\n",
       "      <td>MPC</td>\n",
       "      <td>61.876</td>\n",
       "      <td>1.02833</td>\n",
       "      <td>32322</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>32</td>\n",
       "      <td>160</td>\n",
       "      <td>EOG</td>\n",
       "      <td>75.970</td>\n",
       "      <td>1.02823</td>\n",
       "      <td>26326</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>33</td>\n",
       "      <td>477</td>\n",
       "      <td>WAT</td>\n",
       "      <td>426.340</td>\n",
       "      <td>1.01741</td>\n",
       "      <td>4691</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>34</td>\n",
       "      <td>417</td>\n",
       "      <td>SPG</td>\n",
       "      <td>132.720</td>\n",
       "      <td>0.998041</td>\n",
       "      <td>15069</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>35</td>\n",
       "      <td>18</td>\n",
       "      <td>AIG</td>\n",
       "      <td>55.580</td>\n",
       "      <td>0.973636</td>\n",
       "      <td>35984</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>36</td>\n",
       "      <td>82</td>\n",
       "      <td>CBRE</td>\n",
       "      <td>102.000</td>\n",
       "      <td>0.967982</td>\n",
       "      <td>19607</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>37</td>\n",
       "      <td>395</td>\n",
       "      <td>RHI</td>\n",
       "      <td>108.820</td>\n",
       "      <td>0.967097</td>\n",
       "      <td>18378</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>38</td>\n",
       "      <td>462</td>\n",
       "      <td>URI</td>\n",
       "      <td>350.120</td>\n",
       "      <td>0.962132</td>\n",
       "      <td>5712</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>39</td>\n",
       "      <td>503</td>\n",
       "      <td>ZION</td>\n",
       "      <td>58.750</td>\n",
       "      <td>0.958224</td>\n",
       "      <td>34042</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>40</td>\n",
       "      <td>220</td>\n",
       "      <td>HIG</td>\n",
       "      <td>72.850</td>\n",
       "      <td>0.951233</td>\n",
       "      <td>27453</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>41</td>\n",
       "      <td>306</td>\n",
       "      <td>MHK</td>\n",
       "      <td>190.016</td>\n",
       "      <td>0.942438</td>\n",
       "      <td>10525</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>42</td>\n",
       "      <td>482</td>\n",
       "      <td>WFC</td>\n",
       "      <td>47.570</td>\n",
       "      <td>0.928712</td>\n",
       "      <td>42043</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>43</td>\n",
       "      <td>98</td>\n",
       "      <td>CMA</td>\n",
       "      <td>76.240</td>\n",
       "      <td>0.923832</td>\n",
       "      <td>26232</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>44</td>\n",
       "      <td>185</td>\n",
       "      <td>FITB</td>\n",
       "      <td>42.700</td>\n",
       "      <td>0.919304</td>\n",
       "      <td>46838</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>45</td>\n",
       "      <td>174</td>\n",
       "      <td>F</td>\n",
       "      <td>13.162</td>\n",
       "      <td>0.918493</td>\n",
       "      <td>151952</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>46</td>\n",
       "      <td>216</td>\n",
       "      <td>HCA</td>\n",
       "      <td>259.600</td>\n",
       "      <td>0.909884</td>\n",
       "      <td>7704</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>47</td>\n",
       "      <td>426</td>\n",
       "      <td>SYF</td>\n",
       "      <td>49.750</td>\n",
       "      <td>0.904353</td>\n",
       "      <td>40201</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>48</td>\n",
       "      <td>314</td>\n",
       "      <td>MOS</td>\n",
       "      <td>34.424</td>\n",
       "      <td>0.901124</td>\n",
       "      <td>58099</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>49</td>\n",
       "      <td>319</td>\n",
       "      <td>MSCI</td>\n",
       "      <td>669.030</td>\n",
       "      <td>0.900863</td>\n",
       "      <td>2989</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "    index Ticker    Price One-Year Price Return  Number of Shares to Buy\n",
       "0     148    DVN   31.010               2.38445                    64495\n",
       "1     275     LB   80.820               2.29871                    24746\n",
       "2     317    MRO   12.352               1.95006                   161917\n",
       "3     175   FANG   82.200               1.78035                    24330\n",
       "4     111   COTY    8.520               1.65781                   234741\n",
       "5     357    OXY   27.358               1.64352                    73104\n",
       "6     195   FTNT  315.000               1.57883                     6349\n",
       "7      29   AMAT  140.350               1.54068                    14250\n",
       "8     253    IVZ   25.700               1.53221                    77821\n",
       "9      23    ALB  229.520               1.45079                     8713\n",
       "10    344    NUE  111.000               1.43829                    18018\n",
       "11    441    TPR   41.524               1.43307                    48164\n",
       "12    410   SIVB  627.540                1.4274                     3187\n",
       "13    251     IT  328.876               1.36393                     6081\n",
       "14    352    OKE   55.860               1.32719                    35803\n",
       "15    502   ZBRA  596.690               1.30033                     3351\n",
       "16    385    PWR  124.860                1.2965                    16017\n",
       "17    272    KSS   53.680               1.28887                    37257\n",
       "18    179    FCX   35.460               1.25447                    56401\n",
       "19    129    DFS  131.380               1.22537                    15223\n",
       "20    106    COF  166.050               1.22429                    12044\n",
       "21    245    IPG   37.800               1.18623                    52910\n",
       "22     24   ALGN  716.520               1.13422                     2791\n",
       "23    198     GE  104.320               1.13266                    19171\n",
       "24    342   NTAP   93.540               1.11789                    21381\n",
       "25    210     GS  408.622               1.10844                     4894\n",
       "26    318     MS  107.540               1.10368                    18597\n",
       "27    407   SCHW   72.838                1.0986                    27458\n",
       "28    266   KLAC  380.150               1.08585                     5261\n",
       "29    285    LNC   68.090               1.07307                    29372\n",
       "30    288   LRCX  613.950               1.04718                     3257\n",
       "31    315    MPC   61.876               1.02833                    32322\n",
       "32    160    EOG   75.970               1.02823                    26326\n",
       "33    477    WAT  426.340               1.01741                     4691\n",
       "34    417    SPG  132.720              0.998041                    15069\n",
       "35     18    AIG   55.580              0.973636                    35984\n",
       "36     82   CBRE  102.000              0.967982                    19607\n",
       "37    395    RHI  108.820              0.967097                    18378\n",
       "38    462    URI  350.120              0.962132                     5712\n",
       "39    503   ZION   58.750              0.958224                    34042\n",
       "40    220    HIG   72.850              0.951233                    27453\n",
       "41    306    MHK  190.016              0.942438                    10525\n",
       "42    482    WFC   47.570              0.928712                    42043\n",
       "43     98    CMA   76.240              0.923832                    26232\n",
       "44    185   FITB   42.700              0.919304                    46838\n",
       "45    174      F   13.162              0.918493                   151952\n",
       "46    216    HCA  259.600              0.909884                     7704\n",
       "47    426    SYF   49.750              0.904353                    40201\n",
       "48    314    MOS   34.424              0.901124                    58099\n",
       "49    319   MSCI  669.030              0.900863                     2989"
      ]
     },
     "execution_count": 54,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "position_size = float(portfolio_size)/len(final_dataframe.index)\n",
    "for i in range(0, len(final_dataframe)):\n",
    "    final_dataframe.loc[i, \"Number of Shares to Buy\"] = math.floor(position_size/final_dataframe.loc[i, \"Price\"])\n",
    "    \n",
    "final_dataframe"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "## Building a Better (and More Realistic) Momentum Strategy\n",
    "\n",
    "Real-world quantitative investment firms differentiate between \"high quality\" and \"low quality\" momentum stocks:\n",
    "\n",
    "* High-quality momentum stocks show \"slow and steady\" outperformance over long periods of time\n",
    "* Low-quality momentum stocks might not show any momentum for a long time, and then surge upwards.\n",
    "\n",
    "The reason why high-quality momentum stocks are preferred is because low-quality momentum can often be cause by short-term news that is unlikely to be repeated in the future (such as an FDA approval for a biotechnology company).\n",
    "\n",
    "To identify high-quality momentum, we're going to build a strategy that selects stocks from the highest percentiles of: \n",
    "\n",
    "* 1-month price returns\n",
    "* 3-month price returns\n",
    "* 6-month price returns\n",
    "* 1-year price returns\n",
    "\n",
    "Let's start by building our DataFrame. You'll notice that I use the abbreviation `hqm` often. It stands for `high-quality momentum`."
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 55,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>Ticker</th>\n",
       "      <th>Price</th>\n",
       "      <th>Number of Shares to Buy</th>\n",
       "      <th>One-Year Price Return</th>\n",
       "      <th>One-Year Return Percentile</th>\n",
       "      <th>Six-Month Price Return</th>\n",
       "      <th>Six-Month Return Percentile</th>\n",
       "      <th>Three-Month Price Return</th>\n",
       "      <th>Three-Month Return Percentile</th>\n",
       "      <th>One-Month Price Return</th>\n",
       "      <th>One-Month Return Percentile</th>\n",
       "      <th>HQM Score</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <td>0</td>\n",
       "      <td>A</td>\n",
       "      <td>178.182</td>\n",
       "      <td>N/A</td>\n",
       "      <td>0.750564</td>\n",
       "      <td>N/A</td>\n",
       "      <td>0.408143</td>\n",
       "      <td>N/A</td>\n",
       "      <td>0.207659</td>\n",
       "      <td>N/A</td>\n",
       "      <td>0.095756</td>\n",
       "      <td>N/A</td>\n",
       "      <td>N/A</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>1</td>\n",
       "      <td>AAL</td>\n",
       "      <td>19.858</td>\n",
       "      <td>N/A</td>\n",
       "      <td>0.484055</td>\n",
       "      <td>N/A</td>\n",
       "      <td>-0.238791</td>\n",
       "      <td>N/A</td>\n",
       "      <td>-0.153867</td>\n",
       "      <td>N/A</td>\n",
       "      <td>-0.0241813</td>\n",
       "      <td>N/A</td>\n",
       "      <td>N/A</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>2</td>\n",
       "      <td>AAP</td>\n",
       "      <td>209.060</td>\n",
       "      <td>N/A</td>\n",
       "      <td>0.330436</td>\n",
       "      <td>N/A</td>\n",
       "      <td>0.149145</td>\n",
       "      <td>N/A</td>\n",
       "      <td>0.0329785</td>\n",
       "      <td>N/A</td>\n",
       "      <td>-0.00109672</td>\n",
       "      <td>N/A</td>\n",
       "      <td>N/A</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>3</td>\n",
       "      <td>AAPL</td>\n",
       "      <td>151.616</td>\n",
       "      <td>N/A</td>\n",
       "      <td>0.304288</td>\n",
       "      <td>N/A</td>\n",
       "      <td>0.209431</td>\n",
       "      <td>N/A</td>\n",
       "      <td>0.155294</td>\n",
       "      <td>N/A</td>\n",
       "      <td>-0.00048661</td>\n",
       "      <td>N/A</td>\n",
       "      <td>N/A</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>4</td>\n",
       "      <td>ABBV</td>\n",
       "      <td>107.870</td>\n",
       "      <td>N/A</td>\n",
       "      <td>0.254101</td>\n",
       "      <td>N/A</td>\n",
       "      <td>0.000339647</td>\n",
       "      <td>N/A</td>\n",
       "      <td>-0.0596103</td>\n",
       "      <td>N/A</td>\n",
       "      <td>-0.0754994</td>\n",
       "      <td>N/A</td>\n",
       "      <td>N/A</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>500</td>\n",
       "      <td>YUM</td>\n",
       "      <td>133.480</td>\n",
       "      <td>N/A</td>\n",
       "      <td>0.40555</td>\n",
       "      <td>N/A</td>\n",
       "      <td>0.202345</td>\n",
       "      <td>N/A</td>\n",
       "      <td>0.0907379</td>\n",
       "      <td>N/A</td>\n",
       "      <td>-0.0452063</td>\n",
       "      <td>N/A</td>\n",
       "      <td>N/A</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>501</td>\n",
       "      <td>ZBH</td>\n",
       "      <td>150.680</td>\n",
       "      <td>N/A</td>\n",
       "      <td>0.0184539</td>\n",
       "      <td>N/A</td>\n",
       "      <td>-0.0968771</td>\n",
       "      <td>N/A</td>\n",
       "      <td>-0.078866</td>\n",
       "      <td>N/A</td>\n",
       "      <td>-0.00056922</td>\n",
       "      <td>N/A</td>\n",
       "      <td>N/A</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>502</td>\n",
       "      <td>ZBRA</td>\n",
       "      <td>585.540</td>\n",
       "      <td>N/A</td>\n",
       "      <td>1.28606</td>\n",
       "      <td>N/A</td>\n",
       "      <td>0.220505</td>\n",
       "      <td>N/A</td>\n",
       "      <td>0.154705</td>\n",
       "      <td>N/A</td>\n",
       "      <td>0.0179165</td>\n",
       "      <td>N/A</td>\n",
       "      <td>N/A</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>503</td>\n",
       "      <td>ZION</td>\n",
       "      <td>58.610</td>\n",
       "      <td>N/A</td>\n",
       "      <td>0.927216</td>\n",
       "      <td>N/A</td>\n",
       "      <td>0.017738</td>\n",
       "      <td>N/A</td>\n",
       "      <td>0.0728938</td>\n",
       "      <td>N/A</td>\n",
       "      <td>0.0485821</td>\n",
       "      <td>N/A</td>\n",
       "      <td>N/A</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>504</td>\n",
       "      <td>ZTS</td>\n",
       "      <td>202.120</td>\n",
       "      <td>N/A</td>\n",
       "      <td>0.269692</td>\n",
       "      <td>N/A</td>\n",
       "      <td>0.334761</td>\n",
       "      <td>N/A</td>\n",
       "      <td>0.104773</td>\n",
       "      <td>N/A</td>\n",
       "      <td>0.0126347</td>\n",
       "      <td>N/A</td>\n",
       "      <td>N/A</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>505 rows × 12 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "    Ticker    Price Number of Shares to Buy One-Year Price Return  \\\n",
       "0        A  178.182                     N/A              0.750564   \n",
       "1      AAL   19.858                     N/A              0.484055   \n",
       "2      AAP  209.060                     N/A              0.330436   \n",
       "3     AAPL  151.616                     N/A              0.304288   \n",
       "4     ABBV  107.870                     N/A              0.254101   \n",
       "..     ...      ...                     ...                   ...   \n",
       "500    YUM  133.480                     N/A               0.40555   \n",
       "501    ZBH  150.680                     N/A             0.0184539   \n",
       "502   ZBRA  585.540                     N/A               1.28606   \n",
       "503   ZION   58.610                     N/A              0.927216   \n",
       "504    ZTS  202.120                     N/A              0.269692   \n",
       "\n",
       "    One-Year Return Percentile Six-Month Price Return  \\\n",
       "0                          N/A               0.408143   \n",
       "1                          N/A              -0.238791   \n",
       "2                          N/A               0.149145   \n",
       "3                          N/A               0.209431   \n",
       "4                          N/A            0.000339647   \n",
       "..                         ...                    ...   \n",
       "500                        N/A               0.202345   \n",
       "501                        N/A             -0.0968771   \n",
       "502                        N/A               0.220505   \n",
       "503                        N/A               0.017738   \n",
       "504                        N/A               0.334761   \n",
       "\n",
       "    Six-Month Return Percentile Three-Month Price Return  \\\n",
       "0                           N/A                 0.207659   \n",
       "1                           N/A                -0.153867   \n",
       "2                           N/A                0.0329785   \n",
       "3                           N/A                 0.155294   \n",
       "4                           N/A               -0.0596103   \n",
       "..                          ...                      ...   \n",
       "500                         N/A                0.0907379   \n",
       "501                         N/A                -0.078866   \n",
       "502                         N/A                 0.154705   \n",
       "503                         N/A                0.0728938   \n",
       "504                         N/A                 0.104773   \n",
       "\n",
       "    Three-Month Return Percentile One-Month Price Return  \\\n",
       "0                             N/A               0.095756   \n",
       "1                             N/A             -0.0241813   \n",
       "2                             N/A            -0.00109672   \n",
       "3                             N/A            -0.00048661   \n",
       "4                             N/A             -0.0754994   \n",
       "..                            ...                    ...   \n",
       "500                           N/A             -0.0452063   \n",
       "501                           N/A            -0.00056922   \n",
       "502                           N/A              0.0179165   \n",
       "503                           N/A              0.0485821   \n",
       "504                           N/A              0.0126347   \n",
       "\n",
       "    One-Month Return Percentile HQM Score  \n",
       "0                           N/A       N/A  \n",
       "1                           N/A       N/A  \n",
       "2                           N/A       N/A  \n",
       "3                           N/A       N/A  \n",
       "4                           N/A       N/A  \n",
       "..                          ...       ...  \n",
       "500                         N/A       N/A  \n",
       "501                         N/A       N/A  \n",
       "502                         N/A       N/A  \n",
       "503                         N/A       N/A  \n",
       "504                         N/A       N/A  \n",
       "\n",
       "[505 rows x 12 columns]"
      ]
     },
     "execution_count": 55,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "hqm_columns = [\n",
    "    \"Ticker\", \n",
    "    \"Price\", \n",
    "    \"Number of Shares to Buy\", \n",
    "    \"One-Year Price Return\", \n",
    "    \"One-Year Return Percentile\", \n",
    "    \"Six-Month Price Return\", \n",
    "    \"Six-Month Return Percentile\", \n",
    "    \"Three-Month Price Return\", \n",
    "    \"Three-Month Return Percentile\", \n",
    "    \"One-Month Price Return\", \n",
    "    \"One-Month Return Percentile\",\n",
    "    \"HQM Score\"\n",
    "]\n",
    "\n",
    "hqm_dataframe = pd.DataFrame(columns = hqm_columns)\n",
    "\n",
    "for symbol_string in symbol_strings:\n",
    "    batch_api_call_url = f'https://sandbox.iexapis.com/stable/stock/market/batch/?symbols={symbol_string}&types=price,stats,quote&token={IEX_CLOUD_API_TOKEN}'\n",
    "    data = requests.get(batch_api_call_url).json()\n",
    "    for symbol in symbol_string.split(\",\"):\n",
    "        hqm_dataframe = hqm_dataframe.append(\n",
    "        pd.Series(\n",
    "        [\n",
    "            symbol, \n",
    "            data[symbol][\"price\"], \n",
    "            \"N/A\",\n",
    "            data[symbol][\"stats\"][\"year1ChangePercent\"],\n",
    "            \"N/A\",\n",
    "            data[symbol][\"stats\"][\"month6ChangePercent\"], \n",
    "            \"N/A\",\n",
    "            data[symbol][\"stats\"][\"month3ChangePercent\"], \n",
    "            \"N/A\",\n",
    "            data[symbol][\"stats\"][\"month1ChangePercent\"], \n",
    "            \"N/A\",\n",
    "            \"N/A\"\n",
    "        ],\n",
    "        index = hqm_columns), \n",
    "        ignore_index = True\n",
    "        )\n",
    "        \n",
    "hqm_dataframe"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "## Calculating Momentum Percentiles\n",
    "\n",
    "We now need to calculate momentum percentile scores for every stock in the universe. More specifically, we need to calculate percentile scores for the following metrics for every stock:\n",
    "\n",
    "* `One-Year Price Return`\n",
    "* `Six-Month Price Return`\n",
    "* `Three-Month Price Return`\n",
    "* `One-Month Price Return`\n",
    "\n",
    "Here's how we'll do this:"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 56,
   "metadata": {},
   "outputs": [],
   "source": [
    "time_periods = [\n",
    "                \"One-Year\",\n",
    "                \"Six-Month\",\n",
    "                \"Three-Month\",\n",
    "                \"One-Month\"\n",
    "                ]"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 57,
   "metadata": {},
   "outputs": [],
   "source": [
    "for row in hqm_dataframe.index:\n",
    "    for time_period in time_periods:\n",
    "    \n",
    "        change_col = f'{time_period} Price Return'\n",
    "        percentile_col = f'{time_period} Return Percentile'\n",
    "        if hqm_dataframe.loc[row, change_col] == None:\n",
    "            hqm_dataframe.loc[row, change_col] = 0.0"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 58,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
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       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>Ticker</th>\n",
       "      <th>Price</th>\n",
       "      <th>Number of Shares to Buy</th>\n",
       "      <th>One-Year Price Return</th>\n",
       "      <th>One-Year Return Percentile</th>\n",
       "      <th>Six-Month Price Return</th>\n",
       "      <th>Six-Month Return Percentile</th>\n",
       "      <th>Three-Month Price Return</th>\n",
       "      <th>Three-Month Return Percentile</th>\n",
       "      <th>One-Month Price Return</th>\n",
       "      <th>One-Month Return Percentile</th>\n",
       "      <th>HQM Score</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <td>0</td>\n",
       "      <td>A</td>\n",
       "      <td>178.182</td>\n",
       "      <td>N/A</td>\n",
       "      <td>0.750564</td>\n",
       "      <td>85.1485</td>\n",
       "      <td>0.408143</td>\n",
       "      <td>95.2475</td>\n",
       "      <td>0.207659</td>\n",
       "      <td>93.8614</td>\n",
       "      <td>0.095756</td>\n",
       "      <td>96.4356</td>\n",
       "      <td>N/A</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>1</td>\n",
       "      <td>AAL</td>\n",
       "      <td>19.858</td>\n",
       "      <td>N/A</td>\n",
       "      <td>0.484055</td>\n",
       "      <td>65.5446</td>\n",
       "      <td>-0.238791</td>\n",
       "      <td>1.9802</td>\n",
       "      <td>-0.153867</td>\n",
       "      <td>5.14851</td>\n",
       "      <td>-0.0241813</td>\n",
       "      <td>36.8317</td>\n",
       "      <td>N/A</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>2</td>\n",
       "      <td>AAP</td>\n",
       "      <td>209.060</td>\n",
       "      <td>N/A</td>\n",
       "      <td>0.330436</td>\n",
       "      <td>46.5347</td>\n",
       "      <td>0.149145</td>\n",
       "      <td>68.1188</td>\n",
       "      <td>0.0329785</td>\n",
       "      <td>59.802</td>\n",
       "      <td>-0.00109672</td>\n",
       "      <td>53.8614</td>\n",
       "      <td>N/A</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>3</td>\n",
       "      <td>AAPL</td>\n",
       "      <td>151.616</td>\n",
       "      <td>N/A</td>\n",
       "      <td>0.304288</td>\n",
       "      <td>43.1683</td>\n",
       "      <td>0.209431</td>\n",
       "      <td>77.4257</td>\n",
       "      <td>0.155294</td>\n",
       "      <td>88.7129</td>\n",
       "      <td>-0.00048661</td>\n",
       "      <td>55.2475</td>\n",
       "      <td>N/A</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>4</td>\n",
       "      <td>ABBV</td>\n",
       "      <td>107.870</td>\n",
       "      <td>N/A</td>\n",
       "      <td>0.254101</td>\n",
       "      <td>37.0297</td>\n",
       "      <td>0.000339647</td>\n",
       "      <td>31.4851</td>\n",
       "      <td>-0.0596103</td>\n",
       "      <td>24.7525</td>\n",
       "      <td>-0.0754994</td>\n",
       "      <td>9.90099</td>\n",
       "      <td>N/A</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>500</td>\n",
       "      <td>YUM</td>\n",
       "      <td>133.480</td>\n",
       "      <td>N/A</td>\n",
       "      <td>0.40555</td>\n",
       "      <td>55.6436</td>\n",
       "      <td>0.202345</td>\n",
       "      <td>76.2376</td>\n",
       "      <td>0.0907379</td>\n",
       "      <td>76.4356</td>\n",
       "      <td>-0.0452063</td>\n",
       "      <td>21.5842</td>\n",
       "      <td>N/A</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>501</td>\n",
       "      <td>ZBH</td>\n",
       "      <td>150.680</td>\n",
       "      <td>N/A</td>\n",
       "      <td>0.0184539</td>\n",
       "      <td>10.099</td>\n",
       "      <td>-0.0968771</td>\n",
       "      <td>13.4653</td>\n",
       "      <td>-0.078866</td>\n",
       "      <td>20.198</td>\n",
       "      <td>-0.00056922</td>\n",
       "      <td>54.8515</td>\n",
       "      <td>N/A</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>502</td>\n",
       "      <td>ZBRA</td>\n",
       "      <td>585.540</td>\n",
       "      <td>N/A</td>\n",
       "      <td>1.28606</td>\n",
       "      <td>96.6337</td>\n",
       "      <td>0.220505</td>\n",
       "      <td>79.2079</td>\n",
       "      <td>0.154705</td>\n",
       "      <td>88.3168</td>\n",
       "      <td>0.0179165</td>\n",
       "      <td>68.7129</td>\n",
       "      <td>N/A</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>503</td>\n",
       "      <td>ZION</td>\n",
       "      <td>58.610</td>\n",
       "      <td>N/A</td>\n",
       "      <td>0.927216</td>\n",
       "      <td>91.2871</td>\n",
       "      <td>0.017738</td>\n",
       "      <td>35.6436</td>\n",
       "      <td>0.0728938</td>\n",
       "      <td>72.0792</td>\n",
       "      <td>0.0485821</td>\n",
       "      <td>85.7426</td>\n",
       "      <td>N/A</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>504</td>\n",
       "      <td>ZTS</td>\n",
       "      <td>202.120</td>\n",
       "      <td>N/A</td>\n",
       "      <td>0.269692</td>\n",
       "      <td>39.4059</td>\n",
       "      <td>0.334761</td>\n",
       "      <td>91.0891</td>\n",
       "      <td>0.104773</td>\n",
       "      <td>79.4059</td>\n",
       "      <td>0.0126347</td>\n",
       "      <td>66.3366</td>\n",
       "      <td>N/A</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>505 rows × 12 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "    Ticker    Price Number of Shares to Buy One-Year Price Return  \\\n",
       "0        A  178.182                     N/A              0.750564   \n",
       "1      AAL   19.858                     N/A              0.484055   \n",
       "2      AAP  209.060                     N/A              0.330436   \n",
       "3     AAPL  151.616                     N/A              0.304288   \n",
       "4     ABBV  107.870                     N/A              0.254101   \n",
       "..     ...      ...                     ...                   ...   \n",
       "500    YUM  133.480                     N/A               0.40555   \n",
       "501    ZBH  150.680                     N/A             0.0184539   \n",
       "502   ZBRA  585.540                     N/A               1.28606   \n",
       "503   ZION   58.610                     N/A              0.927216   \n",
       "504    ZTS  202.120                     N/A              0.269692   \n",
       "\n",
       "    One-Year Return Percentile Six-Month Price Return  \\\n",
       "0                      85.1485               0.408143   \n",
       "1                      65.5446              -0.238791   \n",
       "2                      46.5347               0.149145   \n",
       "3                      43.1683               0.209431   \n",
       "4                      37.0297            0.000339647   \n",
       "..                         ...                    ...   \n",
       "500                    55.6436               0.202345   \n",
       "501                     10.099             -0.0968771   \n",
       "502                    96.6337               0.220505   \n",
       "503                    91.2871               0.017738   \n",
       "504                    39.4059               0.334761   \n",
       "\n",
       "    Six-Month Return Percentile Three-Month Price Return  \\\n",
       "0                       95.2475                 0.207659   \n",
       "1                        1.9802                -0.153867   \n",
       "2                       68.1188                0.0329785   \n",
       "3                       77.4257                 0.155294   \n",
       "4                       31.4851               -0.0596103   \n",
       "..                          ...                      ...   \n",
       "500                     76.2376                0.0907379   \n",
       "501                     13.4653                -0.078866   \n",
       "502                     79.2079                 0.154705   \n",
       "503                     35.6436                0.0728938   \n",
       "504                     91.0891                 0.104773   \n",
       "\n",
       "    Three-Month Return Percentile One-Month Price Return  \\\n",
       "0                         93.8614               0.095756   \n",
       "1                         5.14851             -0.0241813   \n",
       "2                          59.802            -0.00109672   \n",
       "3                         88.7129            -0.00048661   \n",
       "4                         24.7525             -0.0754994   \n",
       "..                            ...                    ...   \n",
       "500                       76.4356             -0.0452063   \n",
       "501                        20.198            -0.00056922   \n",
       "502                       88.3168              0.0179165   \n",
       "503                       72.0792              0.0485821   \n",
       "504                       79.4059              0.0126347   \n",
       "\n",
       "    One-Month Return Percentile HQM Score  \n",
       "0                       96.4356       N/A  \n",
       "1                       36.8317       N/A  \n",
       "2                       53.8614       N/A  \n",
       "3                       55.2475       N/A  \n",
       "4                       9.90099       N/A  \n",
       "..                          ...       ...  \n",
       "500                     21.5842       N/A  \n",
       "501                     54.8515       N/A  \n",
       "502                     68.7129       N/A  \n",
       "503                     85.7426       N/A  \n",
       "504                     66.3366       N/A  \n",
       "\n",
       "[505 rows x 12 columns]"
      ]
     },
     "execution_count": 58,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "for row in hqm_dataframe.index:\n",
    "    for time_period in time_periods:\n",
    "    \n",
    "        change_col = f'{time_period} Price Return'\n",
    "        percentile_col = f'{time_period} Return Percentile'\n",
    "\n",
    "        hqm_dataframe.loc[row, percentile_col] = score(hqm_dataframe[change_col], hqm_dataframe.loc[row, change_col])\n",
    "        \n",
    "hqm_dataframe"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "## Calculating the HQM Score\n",
    "\n",
    "We'll now calculate our `HQM Score`, which is the high-quality momentum score that we'll use to filter for stocks in this investing strategy.\n",
    "\n",
    "The `HQM Score` will be the arithmetic mean of the 4 momentum percentile scores that we calculated in the last section.\n",
    "\n",
    "To calculate arithmetic mean, we will use the `mean` function from Python's built-in `statistics` module."
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 59,
   "metadata": {},
   "outputs": [
    {
     "data": {
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       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>Ticker</th>\n",
       "      <th>Price</th>\n",
       "      <th>Number of Shares to Buy</th>\n",
       "      <th>One-Year Price Return</th>\n",
       "      <th>One-Year Return Percentile</th>\n",
       "      <th>Six-Month Price Return</th>\n",
       "      <th>Six-Month Return Percentile</th>\n",
       "      <th>Three-Month Price Return</th>\n",
       "      <th>Three-Month Return Percentile</th>\n",
       "      <th>One-Month Price Return</th>\n",
       "      <th>One-Month Return Percentile</th>\n",
       "      <th>HQM Score</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <td>0</td>\n",
       "      <td>A</td>\n",
       "      <td>178.182</td>\n",
       "      <td>N/A</td>\n",
       "      <td>0.750564</td>\n",
       "      <td>85.1485</td>\n",
       "      <td>0.408143</td>\n",
       "      <td>95.2475</td>\n",
       "      <td>0.207659</td>\n",
       "      <td>93.8614</td>\n",
       "      <td>0.095756</td>\n",
       "      <td>96.4356</td>\n",
       "      <td>92.6733</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>1</td>\n",
       "      <td>AAL</td>\n",
       "      <td>19.858</td>\n",
       "      <td>N/A</td>\n",
       "      <td>0.484055</td>\n",
       "      <td>65.5446</td>\n",
       "      <td>-0.238791</td>\n",
       "      <td>1.9802</td>\n",
       "      <td>-0.153867</td>\n",
       "      <td>5.14851</td>\n",
       "      <td>-0.0241813</td>\n",
       "      <td>36.8317</td>\n",
       "      <td>27.3762</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>2</td>\n",
       "      <td>AAP</td>\n",
       "      <td>209.060</td>\n",
       "      <td>N/A</td>\n",
       "      <td>0.330436</td>\n",
       "      <td>46.5347</td>\n",
       "      <td>0.149145</td>\n",
       "      <td>68.1188</td>\n",
       "      <td>0.0329785</td>\n",
       "      <td>59.802</td>\n",
       "      <td>-0.00109672</td>\n",
       "      <td>53.8614</td>\n",
       "      <td>57.0792</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>3</td>\n",
       "      <td>AAPL</td>\n",
       "      <td>151.616</td>\n",
       "      <td>N/A</td>\n",
       "      <td>0.304288</td>\n",
       "      <td>43.1683</td>\n",
       "      <td>0.209431</td>\n",
       "      <td>77.4257</td>\n",
       "      <td>0.155294</td>\n",
       "      <td>88.7129</td>\n",
       "      <td>-0.00048661</td>\n",
       "      <td>55.2475</td>\n",
       "      <td>66.1386</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>4</td>\n",
       "      <td>ABBV</td>\n",
       "      <td>107.870</td>\n",
       "      <td>N/A</td>\n",
       "      <td>0.254101</td>\n",
       "      <td>37.0297</td>\n",
       "      <td>0.000339647</td>\n",
       "      <td>31.4851</td>\n",
       "      <td>-0.0596103</td>\n",
       "      <td>24.7525</td>\n",
       "      <td>-0.0754994</td>\n",
       "      <td>9.90099</td>\n",
       "      <td>25.7921</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>500</td>\n",
       "      <td>YUM</td>\n",
       "      <td>133.480</td>\n",
       "      <td>N/A</td>\n",
       "      <td>0.40555</td>\n",
       "      <td>55.6436</td>\n",
       "      <td>0.202345</td>\n",
       "      <td>76.2376</td>\n",
       "      <td>0.0907379</td>\n",
       "      <td>76.4356</td>\n",
       "      <td>-0.0452063</td>\n",
       "      <td>21.5842</td>\n",
       "      <td>57.4752</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>501</td>\n",
       "      <td>ZBH</td>\n",
       "      <td>150.680</td>\n",
       "      <td>N/A</td>\n",
       "      <td>0.0184539</td>\n",
       "      <td>10.099</td>\n",
       "      <td>-0.0968771</td>\n",
       "      <td>13.4653</td>\n",
       "      <td>-0.078866</td>\n",
       "      <td>20.198</td>\n",
       "      <td>-0.00056922</td>\n",
       "      <td>54.8515</td>\n",
       "      <td>24.6535</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>502</td>\n",
       "      <td>ZBRA</td>\n",
       "      <td>585.540</td>\n",
       "      <td>N/A</td>\n",
       "      <td>1.28606</td>\n",
       "      <td>96.6337</td>\n",
       "      <td>0.220505</td>\n",
       "      <td>79.2079</td>\n",
       "      <td>0.154705</td>\n",
       "      <td>88.3168</td>\n",
       "      <td>0.0179165</td>\n",
       "      <td>68.7129</td>\n",
       "      <td>83.2178</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>503</td>\n",
       "      <td>ZION</td>\n",
       "      <td>58.610</td>\n",
       "      <td>N/A</td>\n",
       "      <td>0.927216</td>\n",
       "      <td>91.2871</td>\n",
       "      <td>0.017738</td>\n",
       "      <td>35.6436</td>\n",
       "      <td>0.0728938</td>\n",
       "      <td>72.0792</td>\n",
       "      <td>0.0485821</td>\n",
       "      <td>85.7426</td>\n",
       "      <td>71.1881</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>504</td>\n",
       "      <td>ZTS</td>\n",
       "      <td>202.120</td>\n",
       "      <td>N/A</td>\n",
       "      <td>0.269692</td>\n",
       "      <td>39.4059</td>\n",
       "      <td>0.334761</td>\n",
       "      <td>91.0891</td>\n",
       "      <td>0.104773</td>\n",
       "      <td>79.4059</td>\n",
       "      <td>0.0126347</td>\n",
       "      <td>66.3366</td>\n",
       "      <td>69.0594</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>505 rows × 12 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "    Ticker    Price Number of Shares to Buy One-Year Price Return  \\\n",
       "0        A  178.182                     N/A              0.750564   \n",
       "1      AAL   19.858                     N/A              0.484055   \n",
       "2      AAP  209.060                     N/A              0.330436   \n",
       "3     AAPL  151.616                     N/A              0.304288   \n",
       "4     ABBV  107.870                     N/A              0.254101   \n",
       "..     ...      ...                     ...                   ...   \n",
       "500    YUM  133.480                     N/A               0.40555   \n",
       "501    ZBH  150.680                     N/A             0.0184539   \n",
       "502   ZBRA  585.540                     N/A               1.28606   \n",
       "503   ZION   58.610                     N/A              0.927216   \n",
       "504    ZTS  202.120                     N/A              0.269692   \n",
       "\n",
       "    One-Year Return Percentile Six-Month Price Return  \\\n",
       "0                      85.1485               0.408143   \n",
       "1                      65.5446              -0.238791   \n",
       "2                      46.5347               0.149145   \n",
       "3                      43.1683               0.209431   \n",
       "4                      37.0297            0.000339647   \n",
       "..                         ...                    ...   \n",
       "500                    55.6436               0.202345   \n",
       "501                     10.099             -0.0968771   \n",
       "502                    96.6337               0.220505   \n",
       "503                    91.2871               0.017738   \n",
       "504                    39.4059               0.334761   \n",
       "\n",
       "    Six-Month Return Percentile Three-Month Price Return  \\\n",
       "0                       95.2475                 0.207659   \n",
       "1                        1.9802                -0.153867   \n",
       "2                       68.1188                0.0329785   \n",
       "3                       77.4257                 0.155294   \n",
       "4                       31.4851               -0.0596103   \n",
       "..                          ...                      ...   \n",
       "500                     76.2376                0.0907379   \n",
       "501                     13.4653                -0.078866   \n",
       "502                     79.2079                 0.154705   \n",
       "503                     35.6436                0.0728938   \n",
       "504                     91.0891                 0.104773   \n",
       "\n",
       "    Three-Month Return Percentile One-Month Price Return  \\\n",
       "0                         93.8614               0.095756   \n",
       "1                         5.14851             -0.0241813   \n",
       "2                          59.802            -0.00109672   \n",
       "3                         88.7129            -0.00048661   \n",
       "4                         24.7525             -0.0754994   \n",
       "..                            ...                    ...   \n",
       "500                       76.4356             -0.0452063   \n",
       "501                        20.198            -0.00056922   \n",
       "502                       88.3168              0.0179165   \n",
       "503                       72.0792              0.0485821   \n",
       "504                       79.4059              0.0126347   \n",
       "\n",
       "    One-Month Return Percentile HQM Score  \n",
       "0                       96.4356   92.6733  \n",
       "1                       36.8317   27.3762  \n",
       "2                       53.8614   57.0792  \n",
       "3                       55.2475   66.1386  \n",
       "4                       9.90099   25.7921  \n",
       "..                          ...       ...  \n",
       "500                     21.5842   57.4752  \n",
       "501                     54.8515   24.6535  \n",
       "502                     68.7129   83.2178  \n",
       "503                     85.7426   71.1881  \n",
       "504                     66.3366   69.0594  \n",
       "\n",
       "[505 rows x 12 columns]"
      ]
     },
     "execution_count": 59,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "from statistics import mean \n",
    "\n",
    "for row in hqm_dataframe.index:\n",
    "    momentum_percentiles = []\n",
    "    for time_period in time_periods:\n",
    "        momentum_percentiles.append(hqm_dataframe.loc[row, f\"{time_period} Return Percentile\"])\n",
    "    hqm_dataframe.loc[row, \"HQM Score\"] = mean(momentum_percentiles)\n",
    "    \n",
    "hqm_dataframe"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "## Selecting the 50 Best Momentum Stocks\n",
    "\n",
    "As before, we can identify the 50 best momentum stocks in our universe by sorting the DataFrame on the `HQM Score` column and dropping all but the top 50 entries."
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 60,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>Ticker</th>\n",
       "      <th>Price</th>\n",
       "      <th>Number of Shares to Buy</th>\n",
       "      <th>One-Year Price Return</th>\n",
       "      <th>One-Year Return Percentile</th>\n",
       "      <th>Six-Month Price Return</th>\n",
       "      <th>Six-Month Return Percentile</th>\n",
       "      <th>Three-Month Price Return</th>\n",
       "      <th>Three-Month Return Percentile</th>\n",
       "      <th>One-Month Price Return</th>\n",
       "      <th>One-Month Return Percentile</th>\n",
       "      <th>HQM Score</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <td>0</td>\n",
       "      <td>LB</td>\n",
       "      <td>81.560</td>\n",
       "      <td>N/A</td>\n",
       "      <td>2.34356</td>\n",
       "      <td>99.802</td>\n",
       "      <td>0.848791</td>\n",
       "      <td>100</td>\n",
       "      <td>0.218954</td>\n",
       "      <td>94.6535</td>\n",
       "      <td>0.0831477</td>\n",
       "      <td>95.8416</td>\n",
       "      <td>97.5743</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>1</td>\n",
       "      <td>PWR</td>\n",
       "      <td>123.020</td>\n",
       "      <td>N/A</td>\n",
       "      <td>1.3199</td>\n",
       "      <td>97.0297</td>\n",
       "      <td>0.343986</td>\n",
       "      <td>91.4851</td>\n",
       "      <td>0.294365</td>\n",
       "      <td>97.2277</td>\n",
       "      <td>0.221469</td>\n",
       "      <td>99.802</td>\n",
       "      <td>96.3861</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>2</td>\n",
       "      <td>IT</td>\n",
       "      <td>324.290</td>\n",
       "      <td>N/A</td>\n",
       "      <td>1.37873</td>\n",
       "      <td>97.4257</td>\n",
       "      <td>0.739534</td>\n",
       "      <td>99.802</td>\n",
       "      <td>0.358391</td>\n",
       "      <td>99.0099</td>\n",
       "      <td>0.039929</td>\n",
       "      <td>81.9802</td>\n",
       "      <td>94.5545</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>3</td>\n",
       "      <td>NVDA</td>\n",
       "      <td>230.090</td>\n",
       "      <td>N/A</td>\n",
       "      <td>0.736149</td>\n",
       "      <td>83.5644</td>\n",
       "      <td>0.715856</td>\n",
       "      <td>99.604</td>\n",
       "      <td>0.259307</td>\n",
       "      <td>96.6337</td>\n",
       "      <td>0.11042</td>\n",
       "      <td>97.6238</td>\n",
       "      <td>94.3564</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>4</td>\n",
       "      <td>A</td>\n",
       "      <td>178.182</td>\n",
       "      <td>N/A</td>\n",
       "      <td>0.750564</td>\n",
       "      <td>85.1485</td>\n",
       "      <td>0.408143</td>\n",
       "      <td>95.2475</td>\n",
       "      <td>0.207659</td>\n",
       "      <td>93.8614</td>\n",
       "      <td>0.095756</td>\n",
       "      <td>96.4356</td>\n",
       "      <td>92.6733</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>5</td>\n",
       "      <td>INTU</td>\n",
       "      <td>582.460</td>\n",
       "      <td>N/A</td>\n",
       "      <td>0.802408</td>\n",
       "      <td>86.7327</td>\n",
       "      <td>0.458926</td>\n",
       "      <td>96.8317</td>\n",
       "      <td>0.226114</td>\n",
       "      <td>95.6436</td>\n",
       "      <td>0.0606672</td>\n",
       "      <td>91.0891</td>\n",
       "      <td>92.5743</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>6</td>\n",
       "      <td>NTAP</td>\n",
       "      <td>95.890</td>\n",
       "      <td>N/A</td>\n",
       "      <td>1.12794</td>\n",
       "      <td>95.2475</td>\n",
       "      <td>0.375705</td>\n",
       "      <td>94.0594</td>\n",
       "      <td>0.118133</td>\n",
       "      <td>81.7822</td>\n",
       "      <td>0.139593</td>\n",
       "      <td>99.0099</td>\n",
       "      <td>92.5248</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>7</td>\n",
       "      <td>SNPS</td>\n",
       "      <td>340.300</td>\n",
       "      <td>N/A</td>\n",
       "      <td>0.609278</td>\n",
       "      <td>77.0297</td>\n",
       "      <td>0.451502</td>\n",
       "      <td>96.6337</td>\n",
       "      <td>0.277043</td>\n",
       "      <td>97.0297</td>\n",
       "      <td>0.147547</td>\n",
       "      <td>99.2079</td>\n",
       "      <td>92.4752</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>8</td>\n",
       "      <td>KEYS</td>\n",
       "      <td>184.150</td>\n",
       "      <td>N/A</td>\n",
       "      <td>0.874878</td>\n",
       "      <td>89.1089</td>\n",
       "      <td>0.318453</td>\n",
       "      <td>89.901</td>\n",
       "      <td>0.220409</td>\n",
       "      <td>95.0495</td>\n",
       "      <td>0.0820152</td>\n",
       "      <td>95.4455</td>\n",
       "      <td>92.3762</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>9</td>\n",
       "      <td>RMD</td>\n",
       "      <td>291.840</td>\n",
       "      <td>N/A</td>\n",
       "      <td>0.696975</td>\n",
       "      <td>81.3861</td>\n",
       "      <td>0.575799</td>\n",
       "      <td>98.6139</td>\n",
       "      <td>0.236142</td>\n",
       "      <td>95.8416</td>\n",
       "      <td>0.059628</td>\n",
       "      <td>90.495</td>\n",
       "      <td>91.5842</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>10</td>\n",
       "      <td>MSCI</td>\n",
       "      <td>650.600</td>\n",
       "      <td>N/A</td>\n",
       "      <td>0.9012</td>\n",
       "      <td>90.297</td>\n",
       "      <td>0.562512</td>\n",
       "      <td>98.4158</td>\n",
       "      <td>0.323453</td>\n",
       "      <td>98.4158</td>\n",
       "      <td>0.0286594</td>\n",
       "      <td>76.8317</td>\n",
       "      <td>90.9901</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>11</td>\n",
       "      <td>HCA</td>\n",
       "      <td>263.110</td>\n",
       "      <td>N/A</td>\n",
       "      <td>0.930837</td>\n",
       "      <td>91.4851</td>\n",
       "      <td>0.340172</td>\n",
       "      <td>91.2871</td>\n",
       "      <td>0.225226</td>\n",
       "      <td>95.4455</td>\n",
       "      <td>0.0483931</td>\n",
       "      <td>85.1485</td>\n",
       "      <td>90.8416</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>12</td>\n",
       "      <td>GOOGL</td>\n",
       "      <td>2863.515</td>\n",
       "      <td>N/A</td>\n",
       "      <td>0.892979</td>\n",
       "      <td>89.703</td>\n",
       "      <td>0.407905</td>\n",
       "      <td>95.0495</td>\n",
       "      <td>0.190892</td>\n",
       "      <td>92.0792</td>\n",
       "      <td>0.0487624</td>\n",
       "      <td>85.9406</td>\n",
       "      <td>90.6931</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>13</td>\n",
       "      <td>KLAC</td>\n",
       "      <td>388.829</td>\n",
       "      <td>N/A</td>\n",
       "      <td>1.07756</td>\n",
       "      <td>94.2574</td>\n",
       "      <td>0.240043</td>\n",
       "      <td>81.7822</td>\n",
       "      <td>0.149705</td>\n",
       "      <td>87.3267</td>\n",
       "      <td>0.126251</td>\n",
       "      <td>98.4158</td>\n",
       "      <td>90.4455</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>14</td>\n",
       "      <td>EFX</td>\n",
       "      <td>278.100</td>\n",
       "      <td>N/A</td>\n",
       "      <td>0.722975</td>\n",
       "      <td>82.9703</td>\n",
       "      <td>0.591026</td>\n",
       "      <td>99.0099</td>\n",
       "      <td>0.190137</td>\n",
       "      <td>91.6832</td>\n",
       "      <td>0.0524871</td>\n",
       "      <td>87.7228</td>\n",
       "      <td>90.3465</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>15</td>\n",
       "      <td>CDNS</td>\n",
       "      <td>168.000</td>\n",
       "      <td>N/A</td>\n",
       "      <td>0.611446</td>\n",
       "      <td>77.6238</td>\n",
       "      <td>0.3015</td>\n",
       "      <td>88.3168</td>\n",
       "      <td>0.297761</td>\n",
       "      <td>97.6238</td>\n",
       "      <td>0.102151</td>\n",
       "      <td>96.6337</td>\n",
       "      <td>90.0495</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>16</td>\n",
       "      <td>GOOG</td>\n",
       "      <td>2954.940</td>\n",
       "      <td>N/A</td>\n",
       "      <td>0.897476</td>\n",
       "      <td>89.901</td>\n",
       "      <td>0.417785</td>\n",
       "      <td>95.6436</td>\n",
       "      <td>0.152489</td>\n",
       "      <td>87.9208</td>\n",
       "      <td>0.0493308</td>\n",
       "      <td>86.1386</td>\n",
       "      <td>89.901</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>17</td>\n",
       "      <td>WST</td>\n",
       "      <td>472.310</td>\n",
       "      <td>N/A</td>\n",
       "      <td>0.609283</td>\n",
       "      <td>77.2277</td>\n",
       "      <td>0.654713</td>\n",
       "      <td>99.4059</td>\n",
       "      <td>0.315921</td>\n",
       "      <td>98.0198</td>\n",
       "      <td>0.0434151</td>\n",
       "      <td>83.3663</td>\n",
       "      <td>89.505</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>18</td>\n",
       "      <td>EXR</td>\n",
       "      <td>185.710</td>\n",
       "      <td>N/A</td>\n",
       "      <td>0.71755</td>\n",
       "      <td>82.3762</td>\n",
       "      <td>0.404205</td>\n",
       "      <td>94.8515</td>\n",
       "      <td>0.158892</td>\n",
       "      <td>89.1089</td>\n",
       "      <td>0.0570581</td>\n",
       "      <td>90.099</td>\n",
       "      <td>89.1089</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>19</td>\n",
       "      <td>DXCM</td>\n",
       "      <td>581.450</td>\n",
       "      <td>N/A</td>\n",
       "      <td>0.391325</td>\n",
       "      <td>54.0594</td>\n",
       "      <td>0.539989</td>\n",
       "      <td>98.2178</td>\n",
       "      <td>0.371027</td>\n",
       "      <td>99.4059</td>\n",
       "      <td>0.12426</td>\n",
       "      <td>98.2178</td>\n",
       "      <td>87.4752</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>20</td>\n",
       "      <td>DHR</td>\n",
       "      <td>333.310</td>\n",
       "      <td>N/A</td>\n",
       "      <td>0.576304</td>\n",
       "      <td>73.8614</td>\n",
       "      <td>0.522619</td>\n",
       "      <td>98.0198</td>\n",
       "      <td>0.332537</td>\n",
       "      <td>98.8119</td>\n",
       "      <td>0.0320312</td>\n",
       "      <td>78.4158</td>\n",
       "      <td>87.2772</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>21</td>\n",
       "      <td>WAT</td>\n",
       "      <td>403.300</td>\n",
       "      <td>N/A</td>\n",
       "      <td>1.03805</td>\n",
       "      <td>93.8614</td>\n",
       "      <td>0.510208</td>\n",
       "      <td>97.8218</td>\n",
       "      <td>0.199706</td>\n",
       "      <td>93.0693</td>\n",
       "      <td>0.0113116</td>\n",
       "      <td>64.3564</td>\n",
       "      <td>87.2772</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>22</td>\n",
       "      <td>ALGN</td>\n",
       "      <td>720.810</td>\n",
       "      <td>N/A</td>\n",
       "      <td>1.14022</td>\n",
       "      <td>95.4455</td>\n",
       "      <td>0.280366</td>\n",
       "      <td>85.7426</td>\n",
       "      <td>0.190644</td>\n",
       "      <td>91.8812</td>\n",
       "      <td>0.0280599</td>\n",
       "      <td>76.0396</td>\n",
       "      <td>87.2772</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>23</td>\n",
       "      <td>ALB</td>\n",
       "      <td>236.060</td>\n",
       "      <td>N/A</td>\n",
       "      <td>1.43083</td>\n",
       "      <td>97.8218</td>\n",
       "      <td>0.49093</td>\n",
       "      <td>97.4257</td>\n",
       "      <td>0.42066</td>\n",
       "      <td>100</td>\n",
       "      <td>-0.00533671</td>\n",
       "      <td>52.0792</td>\n",
       "      <td>86.8317</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>24</td>\n",
       "      <td>EW</td>\n",
       "      <td>125.000</td>\n",
       "      <td>N/A</td>\n",
       "      <td>0.455237</td>\n",
       "      <td>61.3861</td>\n",
       "      <td>0.507253</td>\n",
       "      <td>97.6238</td>\n",
       "      <td>0.21606</td>\n",
       "      <td>94.4554</td>\n",
       "      <td>0.0706966</td>\n",
       "      <td>93.0693</td>\n",
       "      <td>86.6337</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>25</td>\n",
       "      <td>MSI</td>\n",
       "      <td>253.680</td>\n",
       "      <td>N/A</td>\n",
       "      <td>0.601911</td>\n",
       "      <td>76.0396</td>\n",
       "      <td>0.36335</td>\n",
       "      <td>93.2673</td>\n",
       "      <td>0.160841</td>\n",
       "      <td>89.3069</td>\n",
       "      <td>0.0516069</td>\n",
       "      <td>87.1287</td>\n",
       "      <td>86.4356</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>26</td>\n",
       "      <td>XLNX</td>\n",
       "      <td>161.650</td>\n",
       "      <td>N/A</td>\n",
       "      <td>0.547225</td>\n",
       "      <td>71.4851</td>\n",
       "      <td>0.22773</td>\n",
       "      <td>80.396</td>\n",
       "      <td>0.248472</td>\n",
       "      <td>96.2376</td>\n",
       "      <td>0.0763626</td>\n",
       "      <td>94.0594</td>\n",
       "      <td>85.5446</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>27</td>\n",
       "      <td>PKI</td>\n",
       "      <td>185.010</td>\n",
       "      <td>N/A</td>\n",
       "      <td>0.59744</td>\n",
       "      <td>75.6436</td>\n",
       "      <td>0.479842</td>\n",
       "      <td>97.0297</td>\n",
       "      <td>0.272144</td>\n",
       "      <td>96.8317</td>\n",
       "      <td>0.0205529</td>\n",
       "      <td>71.2871</td>\n",
       "      <td>85.198</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>28</td>\n",
       "      <td>ACN</td>\n",
       "      <td>351.110</td>\n",
       "      <td>N/A</td>\n",
       "      <td>0.467526</td>\n",
       "      <td>63.1683</td>\n",
       "      <td>0.309989</td>\n",
       "      <td>89.1089</td>\n",
       "      <td>0.20905</td>\n",
       "      <td>94.0594</td>\n",
       "      <td>0.0675371</td>\n",
       "      <td>92.6733</td>\n",
       "      <td>84.7525</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>29</td>\n",
       "      <td>NOW</td>\n",
       "      <td>674.840</td>\n",
       "      <td>N/A</td>\n",
       "      <td>0.378105</td>\n",
       "      <td>52.6733</td>\n",
       "      <td>0.317869</td>\n",
       "      <td>89.703</td>\n",
       "      <td>0.295089</td>\n",
       "      <td>97.4257</td>\n",
       "      <td>0.112666</td>\n",
       "      <td>98.0198</td>\n",
       "      <td>84.4554</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>30</td>\n",
       "      <td>AON</td>\n",
       "      <td>305.031</td>\n",
       "      <td>N/A</td>\n",
       "      <td>0.486892</td>\n",
       "      <td>66.5347</td>\n",
       "      <td>0.320592</td>\n",
       "      <td>90.099</td>\n",
       "      <td>0.173792</td>\n",
       "      <td>90.297</td>\n",
       "      <td>0.0606354</td>\n",
       "      <td>90.8911</td>\n",
       "      <td>84.4554</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>31</td>\n",
       "      <td>JCI</td>\n",
       "      <td>77.890</td>\n",
       "      <td>N/A</td>\n",
       "      <td>0.865877</td>\n",
       "      <td>88.9109</td>\n",
       "      <td>0.233002</td>\n",
       "      <td>80.7921</td>\n",
       "      <td>0.134991</td>\n",
       "      <td>84.9505</td>\n",
       "      <td>0.0416255</td>\n",
       "      <td>82.7723</td>\n",
       "      <td>84.3564</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>32</td>\n",
       "      <td>DVN</td>\n",
       "      <td>31.230</td>\n",
       "      <td>N/A</td>\n",
       "      <td>2.48689</td>\n",
       "      <td>100</td>\n",
       "      <td>0.248216</td>\n",
       "      <td>82.7723</td>\n",
       "      <td>0.028854</td>\n",
       "      <td>58.4158</td>\n",
       "      <td>0.0886272</td>\n",
       "      <td>96.0396</td>\n",
       "      <td>84.3069</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>33</td>\n",
       "      <td>ISRG</td>\n",
       "      <td>1061.660</td>\n",
       "      <td>N/A</td>\n",
       "      <td>0.461593</td>\n",
       "      <td>62.1782</td>\n",
       "      <td>0.427889</td>\n",
       "      <td>96.2376</td>\n",
       "      <td>0.199583</td>\n",
       "      <td>92.8713</td>\n",
       "      <td>0.0444615</td>\n",
       "      <td>83.9604</td>\n",
       "      <td>83.8119</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>34</td>\n",
       "      <td>HIG</td>\n",
       "      <td>72.480</td>\n",
       "      <td>N/A</td>\n",
       "      <td>0.9316</td>\n",
       "      <td>91.6832</td>\n",
       "      <td>0.247745</td>\n",
       "      <td>82.5743</td>\n",
       "      <td>0.0958404</td>\n",
       "      <td>78.4158</td>\n",
       "      <td>0.0409241</td>\n",
       "      <td>82.1782</td>\n",
       "      <td>83.7129</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>35</td>\n",
       "      <td>RHI</td>\n",
       "      <td>106.550</td>\n",
       "      <td>N/A</td>\n",
       "      <td>0.997242</td>\n",
       "      <td>93.4653</td>\n",
       "      <td>0.35704</td>\n",
       "      <td>92.6733</td>\n",
       "      <td>0.145594</td>\n",
       "      <td>86.5347</td>\n",
       "      <td>0.00582077</td>\n",
       "      <td>61.7822</td>\n",
       "      <td>83.6139</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>36</td>\n",
       "      <td>PAYC</td>\n",
       "      <td>492.570</td>\n",
       "      <td>N/A</td>\n",
       "      <td>0.700455</td>\n",
       "      <td>81.5842</td>\n",
       "      <td>0.214228</td>\n",
       "      <td>78.0198</td>\n",
       "      <td>0.41762</td>\n",
       "      <td>99.802</td>\n",
       "      <td>0.025284</td>\n",
       "      <td>74.4554</td>\n",
       "      <td>83.4653</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>37</td>\n",
       "      <td>BIO</td>\n",
       "      <td>790.330</td>\n",
       "      <td>N/A</td>\n",
       "      <td>0.557022</td>\n",
       "      <td>72.6733</td>\n",
       "      <td>0.393232</td>\n",
       "      <td>94.6535</td>\n",
       "      <td>0.306332</td>\n",
       "      <td>97.8218</td>\n",
       "      <td>0.0158679</td>\n",
       "      <td>68.1188</td>\n",
       "      <td>83.3168</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>38</td>\n",
       "      <td>IPG</td>\n",
       "      <td>38.130</td>\n",
       "      <td>N/A</td>\n",
       "      <td>1.20944</td>\n",
       "      <td>96.0396</td>\n",
       "      <td>0.309767</td>\n",
       "      <td>88.9109</td>\n",
       "      <td>0.12642</td>\n",
       "      <td>83.1683</td>\n",
       "      <td>0.0116261</td>\n",
       "      <td>65.1485</td>\n",
       "      <td>83.3168</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>39</td>\n",
       "      <td>CARR</td>\n",
       "      <td>57.170</td>\n",
       "      <td>N/A</td>\n",
       "      <td>0.941893</td>\n",
       "      <td>92.2772</td>\n",
       "      <td>0.429316</td>\n",
       "      <td>96.4356</td>\n",
       "      <td>0.207295</td>\n",
       "      <td>93.6634</td>\n",
       "      <td>-0.00696963</td>\n",
       "      <td>50.8911</td>\n",
       "      <td>83.3168</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>40</td>\n",
       "      <td>ZBRA</td>\n",
       "      <td>585.540</td>\n",
       "      <td>N/A</td>\n",
       "      <td>1.28606</td>\n",
       "      <td>96.6337</td>\n",
       "      <td>0.220505</td>\n",
       "      <td>79.2079</td>\n",
       "      <td>0.154705</td>\n",
       "      <td>88.3168</td>\n",
       "      <td>0.0179165</td>\n",
       "      <td>68.7129</td>\n",
       "      <td>83.2178</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>41</td>\n",
       "      <td>GRMN</td>\n",
       "      <td>173.600</td>\n",
       "      <td>N/A</td>\n",
       "      <td>0.738539</td>\n",
       "      <td>83.9604</td>\n",
       "      <td>0.333278</td>\n",
       "      <td>90.8911</td>\n",
       "      <td>0.189886</td>\n",
       "      <td>91.4851</td>\n",
       "      <td>0.0135868</td>\n",
       "      <td>66.5347</td>\n",
       "      <td>83.2178</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>42</td>\n",
       "      <td>FTNT</td>\n",
       "      <td>301.170</td>\n",
       "      <td>N/A</td>\n",
       "      <td>1.61412</td>\n",
       "      <td>98.8119</td>\n",
       "      <td>0.577818</td>\n",
       "      <td>98.8119</td>\n",
       "      <td>0.325338</td>\n",
       "      <td>98.6139</td>\n",
       "      <td>-0.0260486</td>\n",
       "      <td>35.8416</td>\n",
       "      <td>83.0198</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>43</td>\n",
       "      <td>AMAT</td>\n",
       "      <td>149.310</td>\n",
       "      <td>N/A</td>\n",
       "      <td>1.50047</td>\n",
       "      <td>98.4158</td>\n",
       "      <td>0.239864</td>\n",
       "      <td>81.5842</td>\n",
       "      <td>0.020669</td>\n",
       "      <td>55.2475</td>\n",
       "      <td>0.0923365</td>\n",
       "      <td>96.2376</td>\n",
       "      <td>82.8713</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>44</td>\n",
       "      <td>MSFT</td>\n",
       "      <td>315.800</td>\n",
       "      <td>N/A</td>\n",
       "      <td>0.495031</td>\n",
       "      <td>67.3267</td>\n",
       "      <td>0.308298</td>\n",
       "      <td>88.7129</td>\n",
       "      <td>0.185113</td>\n",
       "      <td>90.6931</td>\n",
       "      <td>0.0447614</td>\n",
       "      <td>84.1584</td>\n",
       "      <td>82.7228</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>45</td>\n",
       "      <td>CPRT</td>\n",
       "      <td>151.000</td>\n",
       "      <td>N/A</td>\n",
       "      <td>0.421598</td>\n",
       "      <td>57.8218</td>\n",
       "      <td>0.35281</td>\n",
       "      <td>92.2772</td>\n",
       "      <td>0.186659</td>\n",
       "      <td>91.2871</td>\n",
       "      <td>0.0530559</td>\n",
       "      <td>88.1188</td>\n",
       "      <td>82.3762</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>46</td>\n",
       "      <td>MTD</td>\n",
       "      <td>1615.269</td>\n",
       "      <td>N/A</td>\n",
       "      <td>0.595668</td>\n",
       "      <td>75.4455</td>\n",
       "      <td>0.427864</td>\n",
       "      <td>96.0396</td>\n",
       "      <td>0.156373</td>\n",
       "      <td>88.9109</td>\n",
       "      <td>0.0156493</td>\n",
       "      <td>67.9208</td>\n",
       "      <td>82.0792</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>47</td>\n",
       "      <td>INFO</td>\n",
       "      <td>126.730</td>\n",
       "      <td>N/A</td>\n",
       "      <td>0.588961</td>\n",
       "      <td>74.8515</td>\n",
       "      <td>0.29919</td>\n",
       "      <td>87.5248</td>\n",
       "      <td>0.128818</td>\n",
       "      <td>83.7624</td>\n",
       "      <td>0.0329621</td>\n",
       "      <td>78.8119</td>\n",
       "      <td>81.2376</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>48</td>\n",
       "      <td>XYL</td>\n",
       "      <td>136.990</td>\n",
       "      <td>N/A</td>\n",
       "      <td>0.612238</td>\n",
       "      <td>77.8218</td>\n",
       "      <td>0.301363</td>\n",
       "      <td>88.1188</td>\n",
       "      <td>0.139892</td>\n",
       "      <td>85.3465</td>\n",
       "      <td>0.0229137</td>\n",
       "      <td>73.2673</td>\n",
       "      <td>81.1386</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>49</td>\n",
       "      <td>NDAQ</td>\n",
       "      <td>198.500</td>\n",
       "      <td>N/A</td>\n",
       "      <td>0.553254</td>\n",
       "      <td>71.8812</td>\n",
       "      <td>0.366646</td>\n",
       "      <td>93.6634</td>\n",
       "      <td>0.116501</td>\n",
       "      <td>81.3861</td>\n",
       "      <td>0.0295373</td>\n",
       "      <td>77.4257</td>\n",
       "      <td>81.0891</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "   Ticker     Price Number of Shares to Buy One-Year Price Return  \\\n",
       "0      LB    81.560                     N/A               2.34356   \n",
       "1     PWR   123.020                     N/A                1.3199   \n",
       "2      IT   324.290                     N/A               1.37873   \n",
       "3    NVDA   230.090                     N/A              0.736149   \n",
       "4       A   178.182                     N/A              0.750564   \n",
       "5    INTU   582.460                     N/A              0.802408   \n",
       "6    NTAP    95.890                     N/A               1.12794   \n",
       "7    SNPS   340.300                     N/A              0.609278   \n",
       "8    KEYS   184.150                     N/A              0.874878   \n",
       "9     RMD   291.840                     N/A              0.696975   \n",
       "10   MSCI   650.600                     N/A                0.9012   \n",
       "11    HCA   263.110                     N/A              0.930837   \n",
       "12  GOOGL  2863.515                     N/A              0.892979   \n",
       "13   KLAC   388.829                     N/A               1.07756   \n",
       "14    EFX   278.100                     N/A              0.722975   \n",
       "15   CDNS   168.000                     N/A              0.611446   \n",
       "16   GOOG  2954.940                     N/A              0.897476   \n",
       "17    WST   472.310                     N/A              0.609283   \n",
       "18    EXR   185.710                     N/A               0.71755   \n",
       "19   DXCM   581.450                     N/A              0.391325   \n",
       "20    DHR   333.310                     N/A              0.576304   \n",
       "21    WAT   403.300                     N/A               1.03805   \n",
       "22   ALGN   720.810                     N/A               1.14022   \n",
       "23    ALB   236.060                     N/A               1.43083   \n",
       "24     EW   125.000                     N/A              0.455237   \n",
       "25    MSI   253.680                     N/A              0.601911   \n",
       "26   XLNX   161.650                     N/A              0.547225   \n",
       "27    PKI   185.010                     N/A               0.59744   \n",
       "28    ACN   351.110                     N/A              0.467526   \n",
       "29    NOW   674.840                     N/A              0.378105   \n",
       "30    AON   305.031                     N/A              0.486892   \n",
       "31    JCI    77.890                     N/A              0.865877   \n",
       "32    DVN    31.230                     N/A               2.48689   \n",
       "33   ISRG  1061.660                     N/A              0.461593   \n",
       "34    HIG    72.480                     N/A                0.9316   \n",
       "35    RHI   106.550                     N/A              0.997242   \n",
       "36   PAYC   492.570                     N/A              0.700455   \n",
       "37    BIO   790.330                     N/A              0.557022   \n",
       "38    IPG    38.130                     N/A               1.20944   \n",
       "39   CARR    57.170                     N/A              0.941893   \n",
       "40   ZBRA   585.540                     N/A               1.28606   \n",
       "41   GRMN   173.600                     N/A              0.738539   \n",
       "42   FTNT   301.170                     N/A               1.61412   \n",
       "43   AMAT   149.310                     N/A               1.50047   \n",
       "44   MSFT   315.800                     N/A              0.495031   \n",
       "45   CPRT   151.000                     N/A              0.421598   \n",
       "46    MTD  1615.269                     N/A              0.595668   \n",
       "47   INFO   126.730                     N/A              0.588961   \n",
       "48    XYL   136.990                     N/A              0.612238   \n",
       "49   NDAQ   198.500                     N/A              0.553254   \n",
       "\n",
       "   One-Year Return Percentile Six-Month Price Return  \\\n",
       "0                      99.802               0.848791   \n",
       "1                     97.0297               0.343986   \n",
       "2                     97.4257               0.739534   \n",
       "3                     83.5644               0.715856   \n",
       "4                     85.1485               0.408143   \n",
       "5                     86.7327               0.458926   \n",
       "6                     95.2475               0.375705   \n",
       "7                     77.0297               0.451502   \n",
       "8                     89.1089               0.318453   \n",
       "9                     81.3861               0.575799   \n",
       "10                     90.297               0.562512   \n",
       "11                    91.4851               0.340172   \n",
       "12                     89.703               0.407905   \n",
       "13                    94.2574               0.240043   \n",
       "14                    82.9703               0.591026   \n",
       "15                    77.6238                 0.3015   \n",
       "16                     89.901               0.417785   \n",
       "17                    77.2277               0.654713   \n",
       "18                    82.3762               0.404205   \n",
       "19                    54.0594               0.539989   \n",
       "20                    73.8614               0.522619   \n",
       "21                    93.8614               0.510208   \n",
       "22                    95.4455               0.280366   \n",
       "23                    97.8218                0.49093   \n",
       "24                    61.3861               0.507253   \n",
       "25                    76.0396                0.36335   \n",
       "26                    71.4851                0.22773   \n",
       "27                    75.6436               0.479842   \n",
       "28                    63.1683               0.309989   \n",
       "29                    52.6733               0.317869   \n",
       "30                    66.5347               0.320592   \n",
       "31                    88.9109               0.233002   \n",
       "32                        100               0.248216   \n",
       "33                    62.1782               0.427889   \n",
       "34                    91.6832               0.247745   \n",
       "35                    93.4653                0.35704   \n",
       "36                    81.5842               0.214228   \n",
       "37                    72.6733               0.393232   \n",
       "38                    96.0396               0.309767   \n",
       "39                    92.2772               0.429316   \n",
       "40                    96.6337               0.220505   \n",
       "41                    83.9604               0.333278   \n",
       "42                    98.8119               0.577818   \n",
       "43                    98.4158               0.239864   \n",
       "44                    67.3267               0.308298   \n",
       "45                    57.8218                0.35281   \n",
       "46                    75.4455               0.427864   \n",
       "47                    74.8515                0.29919   \n",
       "48                    77.8218               0.301363   \n",
       "49                    71.8812               0.366646   \n",
       "\n",
       "   Six-Month Return Percentile Three-Month Price Return  \\\n",
       "0                          100                 0.218954   \n",
       "1                      91.4851                 0.294365   \n",
       "2                       99.802                 0.358391   \n",
       "3                       99.604                 0.259307   \n",
       "4                      95.2475                 0.207659   \n",
       "5                      96.8317                 0.226114   \n",
       "6                      94.0594                 0.118133   \n",
       "7                      96.6337                 0.277043   \n",
       "8                       89.901                 0.220409   \n",
       "9                      98.6139                 0.236142   \n",
       "10                     98.4158                 0.323453   \n",
       "11                     91.2871                 0.225226   \n",
       "12                     95.0495                 0.190892   \n",
       "13                     81.7822                 0.149705   \n",
       "14                     99.0099                 0.190137   \n",
       "15                     88.3168                 0.297761   \n",
       "16                     95.6436                 0.152489   \n",
       "17                     99.4059                 0.315921   \n",
       "18                     94.8515                 0.158892   \n",
       "19                     98.2178                 0.371027   \n",
       "20                     98.0198                 0.332537   \n",
       "21                     97.8218                 0.199706   \n",
       "22                     85.7426                 0.190644   \n",
       "23                     97.4257                  0.42066   \n",
       "24                     97.6238                  0.21606   \n",
       "25                     93.2673                 0.160841   \n",
       "26                      80.396                 0.248472   \n",
       "27                     97.0297                 0.272144   \n",
       "28                     89.1089                  0.20905   \n",
       "29                      89.703                 0.295089   \n",
       "30                      90.099                 0.173792   \n",
       "31                     80.7921                 0.134991   \n",
       "32                     82.7723                 0.028854   \n",
       "33                     96.2376                 0.199583   \n",
       "34                     82.5743                0.0958404   \n",
       "35                     92.6733                 0.145594   \n",
       "36                     78.0198                  0.41762   \n",
       "37                     94.6535                 0.306332   \n",
       "38                     88.9109                  0.12642   \n",
       "39                     96.4356                 0.207295   \n",
       "40                     79.2079                 0.154705   \n",
       "41                     90.8911                 0.189886   \n",
       "42                     98.8119                 0.325338   \n",
       "43                     81.5842                 0.020669   \n",
       "44                     88.7129                 0.185113   \n",
       "45                     92.2772                 0.186659   \n",
       "46                     96.0396                 0.156373   \n",
       "47                     87.5248                 0.128818   \n",
       "48                     88.1188                 0.139892   \n",
       "49                     93.6634                 0.116501   \n",
       "\n",
       "   Three-Month Return Percentile One-Month Price Return  \\\n",
       "0                        94.6535              0.0831477   \n",
       "1                        97.2277               0.221469   \n",
       "2                        99.0099               0.039929   \n",
       "3                        96.6337                0.11042   \n",
       "4                        93.8614               0.095756   \n",
       "5                        95.6436              0.0606672   \n",
       "6                        81.7822               0.139593   \n",
       "7                        97.0297               0.147547   \n",
       "8                        95.0495              0.0820152   \n",
       "9                        95.8416               0.059628   \n",
       "10                       98.4158              0.0286594   \n",
       "11                       95.4455              0.0483931   \n",
       "12                       92.0792              0.0487624   \n",
       "13                       87.3267               0.126251   \n",
       "14                       91.6832              0.0524871   \n",
       "15                       97.6238               0.102151   \n",
       "16                       87.9208              0.0493308   \n",
       "17                       98.0198              0.0434151   \n",
       "18                       89.1089              0.0570581   \n",
       "19                       99.4059                0.12426   \n",
       "20                       98.8119              0.0320312   \n",
       "21                       93.0693              0.0113116   \n",
       "22                       91.8812              0.0280599   \n",
       "23                           100            -0.00533671   \n",
       "24                       94.4554              0.0706966   \n",
       "25                       89.3069              0.0516069   \n",
       "26                       96.2376              0.0763626   \n",
       "27                       96.8317              0.0205529   \n",
       "28                       94.0594              0.0675371   \n",
       "29                       97.4257               0.112666   \n",
       "30                        90.297              0.0606354   \n",
       "31                       84.9505              0.0416255   \n",
       "32                       58.4158              0.0886272   \n",
       "33                       92.8713              0.0444615   \n",
       "34                       78.4158              0.0409241   \n",
       "35                       86.5347             0.00582077   \n",
       "36                        99.802               0.025284   \n",
       "37                       97.8218              0.0158679   \n",
       "38                       83.1683              0.0116261   \n",
       "39                       93.6634            -0.00696963   \n",
       "40                       88.3168              0.0179165   \n",
       "41                       91.4851              0.0135868   \n",
       "42                       98.6139             -0.0260486   \n",
       "43                       55.2475              0.0923365   \n",
       "44                       90.6931              0.0447614   \n",
       "45                       91.2871              0.0530559   \n",
       "46                       88.9109              0.0156493   \n",
       "47                       83.7624              0.0329621   \n",
       "48                       85.3465              0.0229137   \n",
       "49                       81.3861              0.0295373   \n",
       "\n",
       "   One-Month Return Percentile HQM Score  \n",
       "0                      95.8416   97.5743  \n",
       "1                       99.802   96.3861  \n",
       "2                      81.9802   94.5545  \n",
       "3                      97.6238   94.3564  \n",
       "4                      96.4356   92.6733  \n",
       "5                      91.0891   92.5743  \n",
       "6                      99.0099   92.5248  \n",
       "7                      99.2079   92.4752  \n",
       "8                      95.4455   92.3762  \n",
       "9                       90.495   91.5842  \n",
       "10                     76.8317   90.9901  \n",
       "11                     85.1485   90.8416  \n",
       "12                     85.9406   90.6931  \n",
       "13                     98.4158   90.4455  \n",
       "14                     87.7228   90.3465  \n",
       "15                     96.6337   90.0495  \n",
       "16                     86.1386    89.901  \n",
       "17                     83.3663    89.505  \n",
       "18                      90.099   89.1089  \n",
       "19                     98.2178   87.4752  \n",
       "20                     78.4158   87.2772  \n",
       "21                     64.3564   87.2772  \n",
       "22                     76.0396   87.2772  \n",
       "23                     52.0792   86.8317  \n",
       "24                     93.0693   86.6337  \n",
       "25                     87.1287   86.4356  \n",
       "26                     94.0594   85.5446  \n",
       "27                     71.2871    85.198  \n",
       "28                     92.6733   84.7525  \n",
       "29                     98.0198   84.4554  \n",
       "30                     90.8911   84.4554  \n",
       "31                     82.7723   84.3564  \n",
       "32                     96.0396   84.3069  \n",
       "33                     83.9604   83.8119  \n",
       "34                     82.1782   83.7129  \n",
       "35                     61.7822   83.6139  \n",
       "36                     74.4554   83.4653  \n",
       "37                     68.1188   83.3168  \n",
       "38                     65.1485   83.3168  \n",
       "39                     50.8911   83.3168  \n",
       "40                     68.7129   83.2178  \n",
       "41                     66.5347   83.2178  \n",
       "42                     35.8416   83.0198  \n",
       "43                     96.2376   82.8713  \n",
       "44                     84.1584   82.7228  \n",
       "45                     88.1188   82.3762  \n",
       "46                     67.9208   82.0792  \n",
       "47                     78.8119   81.2376  \n",
       "48                     73.2673   81.1386  \n",
       "49                     77.4257   81.0891  "
      ]
     },
     "execution_count": 60,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "hqm_dataframe.sort_values(\"HQM Score\", ascending = False, inplace = True)\n",
    "hqm_dataframe = hqm_dataframe[:50]\n",
    "hqm_dataframe.reset_index(inplace = True, drop = True)\n",
    "hqm_dataframe"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "## Calculating the Number of Shares to Buy\n",
    "\n",
    "We'll use the `portfolio_input` function that we created earlier to accept our portfolio size. Then we will use similar logic in a `for` loop to calculate the number of shares to buy for each stock in our investment universe."
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 61,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "Enter the size of your portfolio: 100000000\n"
     ]
    }
   ],
   "source": [
    "portfolio_input()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 62,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
       "    }\n",
       "\n",
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       "        vertical-align: top;\n",
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       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>Ticker</th>\n",
       "      <th>Price</th>\n",
       "      <th>Number of Shares to Buy</th>\n",
       "      <th>One-Year Price Return</th>\n",
       "      <th>One-Year Return Percentile</th>\n",
       "      <th>Six-Month Price Return</th>\n",
       "      <th>Six-Month Return Percentile</th>\n",
       "      <th>Three-Month Price Return</th>\n",
       "      <th>Three-Month Return Percentile</th>\n",
       "      <th>One-Month Price Return</th>\n",
       "      <th>One-Month Return Percentile</th>\n",
       "      <th>HQM Score</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <td>0</td>\n",
       "      <td>LB</td>\n",
       "      <td>81.560</td>\n",
       "      <td>24521</td>\n",
       "      <td>2.34356</td>\n",
       "      <td>99.802</td>\n",
       "      <td>0.848791</td>\n",
       "      <td>100</td>\n",
       "      <td>0.218954</td>\n",
       "      <td>94.6535</td>\n",
       "      <td>0.0831477</td>\n",
       "      <td>95.8416</td>\n",
       "      <td>97.5743</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>1</td>\n",
       "      <td>PWR</td>\n",
       "      <td>123.020</td>\n",
       "      <td>16257</td>\n",
       "      <td>1.3199</td>\n",
       "      <td>97.0297</td>\n",
       "      <td>0.343986</td>\n",
       "      <td>91.4851</td>\n",
       "      <td>0.294365</td>\n",
       "      <td>97.2277</td>\n",
       "      <td>0.221469</td>\n",
       "      <td>99.802</td>\n",
       "      <td>96.3861</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>2</td>\n",
       "      <td>IT</td>\n",
       "      <td>324.290</td>\n",
       "      <td>6167</td>\n",
       "      <td>1.37873</td>\n",
       "      <td>97.4257</td>\n",
       "      <td>0.739534</td>\n",
       "      <td>99.802</td>\n",
       "      <td>0.358391</td>\n",
       "      <td>99.0099</td>\n",
       "      <td>0.039929</td>\n",
       "      <td>81.9802</td>\n",
       "      <td>94.5545</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>3</td>\n",
       "      <td>NVDA</td>\n",
       "      <td>230.090</td>\n",
       "      <td>8692</td>\n",
       "      <td>0.736149</td>\n",
       "      <td>83.5644</td>\n",
       "      <td>0.715856</td>\n",
       "      <td>99.604</td>\n",
       "      <td>0.259307</td>\n",
       "      <td>96.6337</td>\n",
       "      <td>0.11042</td>\n",
       "      <td>97.6238</td>\n",
       "      <td>94.3564</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>4</td>\n",
       "      <td>A</td>\n",
       "      <td>178.182</td>\n",
       "      <td>11224</td>\n",
       "      <td>0.750564</td>\n",
       "      <td>85.1485</td>\n",
       "      <td>0.408143</td>\n",
       "      <td>95.2475</td>\n",
       "      <td>0.207659</td>\n",
       "      <td>93.8614</td>\n",
       "      <td>0.095756</td>\n",
       "      <td>96.4356</td>\n",
       "      <td>92.6733</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>5</td>\n",
       "      <td>INTU</td>\n",
       "      <td>582.460</td>\n",
       "      <td>3433</td>\n",
       "      <td>0.802408</td>\n",
       "      <td>86.7327</td>\n",
       "      <td>0.458926</td>\n",
       "      <td>96.8317</td>\n",
       "      <td>0.226114</td>\n",
       "      <td>95.6436</td>\n",
       "      <td>0.0606672</td>\n",
       "      <td>91.0891</td>\n",
       "      <td>92.5743</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>6</td>\n",
       "      <td>NTAP</td>\n",
       "      <td>95.890</td>\n",
       "      <td>20857</td>\n",
       "      <td>1.12794</td>\n",
       "      <td>95.2475</td>\n",
       "      <td>0.375705</td>\n",
       "      <td>94.0594</td>\n",
       "      <td>0.118133</td>\n",
       "      <td>81.7822</td>\n",
       "      <td>0.139593</td>\n",
       "      <td>99.0099</td>\n",
       "      <td>92.5248</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>7</td>\n",
       "      <td>SNPS</td>\n",
       "      <td>340.300</td>\n",
       "      <td>5877</td>\n",
       "      <td>0.609278</td>\n",
       "      <td>77.0297</td>\n",
       "      <td>0.451502</td>\n",
       "      <td>96.6337</td>\n",
       "      <td>0.277043</td>\n",
       "      <td>97.0297</td>\n",
       "      <td>0.147547</td>\n",
       "      <td>99.2079</td>\n",
       "      <td>92.4752</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>8</td>\n",
       "      <td>KEYS</td>\n",
       "      <td>184.150</td>\n",
       "      <td>10860</td>\n",
       "      <td>0.874878</td>\n",
       "      <td>89.1089</td>\n",
       "      <td>0.318453</td>\n",
       "      <td>89.901</td>\n",
       "      <td>0.220409</td>\n",
       "      <td>95.0495</td>\n",
       "      <td>0.0820152</td>\n",
       "      <td>95.4455</td>\n",
       "      <td>92.3762</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>9</td>\n",
       "      <td>RMD</td>\n",
       "      <td>291.840</td>\n",
       "      <td>6853</td>\n",
       "      <td>0.696975</td>\n",
       "      <td>81.3861</td>\n",
       "      <td>0.575799</td>\n",
       "      <td>98.6139</td>\n",
       "      <td>0.236142</td>\n",
       "      <td>95.8416</td>\n",
       "      <td>0.059628</td>\n",
       "      <td>90.495</td>\n",
       "      <td>91.5842</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>10</td>\n",
       "      <td>MSCI</td>\n",
       "      <td>650.600</td>\n",
       "      <td>3074</td>\n",
       "      <td>0.9012</td>\n",
       "      <td>90.297</td>\n",
       "      <td>0.562512</td>\n",
       "      <td>98.4158</td>\n",
       "      <td>0.323453</td>\n",
       "      <td>98.4158</td>\n",
       "      <td>0.0286594</td>\n",
       "      <td>76.8317</td>\n",
       "      <td>90.9901</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>11</td>\n",
       "      <td>HCA</td>\n",
       "      <td>263.110</td>\n",
       "      <td>7601</td>\n",
       "      <td>0.930837</td>\n",
       "      <td>91.4851</td>\n",
       "      <td>0.340172</td>\n",
       "      <td>91.2871</td>\n",
       "      <td>0.225226</td>\n",
       "      <td>95.4455</td>\n",
       "      <td>0.0483931</td>\n",
       "      <td>85.1485</td>\n",
       "      <td>90.8416</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>12</td>\n",
       "      <td>GOOGL</td>\n",
       "      <td>2863.515</td>\n",
       "      <td>698</td>\n",
       "      <td>0.892979</td>\n",
       "      <td>89.703</td>\n",
       "      <td>0.407905</td>\n",
       "      <td>95.0495</td>\n",
       "      <td>0.190892</td>\n",
       "      <td>92.0792</td>\n",
       "      <td>0.0487624</td>\n",
       "      <td>85.9406</td>\n",
       "      <td>90.6931</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>13</td>\n",
       "      <td>KLAC</td>\n",
       "      <td>388.829</td>\n",
       "      <td>5143</td>\n",
       "      <td>1.07756</td>\n",
       "      <td>94.2574</td>\n",
       "      <td>0.240043</td>\n",
       "      <td>81.7822</td>\n",
       "      <td>0.149705</td>\n",
       "      <td>87.3267</td>\n",
       "      <td>0.126251</td>\n",
       "      <td>98.4158</td>\n",
       "      <td>90.4455</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>14</td>\n",
       "      <td>EFX</td>\n",
       "      <td>278.100</td>\n",
       "      <td>7191</td>\n",
       "      <td>0.722975</td>\n",
       "      <td>82.9703</td>\n",
       "      <td>0.591026</td>\n",
       "      <td>99.0099</td>\n",
       "      <td>0.190137</td>\n",
       "      <td>91.6832</td>\n",
       "      <td>0.0524871</td>\n",
       "      <td>87.7228</td>\n",
       "      <td>90.3465</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>15</td>\n",
       "      <td>CDNS</td>\n",
       "      <td>168.000</td>\n",
       "      <td>11904</td>\n",
       "      <td>0.611446</td>\n",
       "      <td>77.6238</td>\n",
       "      <td>0.3015</td>\n",
       "      <td>88.3168</td>\n",
       "      <td>0.297761</td>\n",
       "      <td>97.6238</td>\n",
       "      <td>0.102151</td>\n",
       "      <td>96.6337</td>\n",
       "      <td>90.0495</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>16</td>\n",
       "      <td>GOOG</td>\n",
       "      <td>2954.940</td>\n",
       "      <td>676</td>\n",
       "      <td>0.897476</td>\n",
       "      <td>89.901</td>\n",
       "      <td>0.417785</td>\n",
       "      <td>95.6436</td>\n",
       "      <td>0.152489</td>\n",
       "      <td>87.9208</td>\n",
       "      <td>0.0493308</td>\n",
       "      <td>86.1386</td>\n",
       "      <td>89.901</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>17</td>\n",
       "      <td>WST</td>\n",
       "      <td>472.310</td>\n",
       "      <td>4234</td>\n",
       "      <td>0.609283</td>\n",
       "      <td>77.2277</td>\n",
       "      <td>0.654713</td>\n",
       "      <td>99.4059</td>\n",
       "      <td>0.315921</td>\n",
       "      <td>98.0198</td>\n",
       "      <td>0.0434151</td>\n",
       "      <td>83.3663</td>\n",
       "      <td>89.505</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>18</td>\n",
       "      <td>EXR</td>\n",
       "      <td>185.710</td>\n",
       "      <td>10769</td>\n",
       "      <td>0.71755</td>\n",
       "      <td>82.3762</td>\n",
       "      <td>0.404205</td>\n",
       "      <td>94.8515</td>\n",
       "      <td>0.158892</td>\n",
       "      <td>89.1089</td>\n",
       "      <td>0.0570581</td>\n",
       "      <td>90.099</td>\n",
       "      <td>89.1089</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>19</td>\n",
       "      <td>DXCM</td>\n",
       "      <td>581.450</td>\n",
       "      <td>3439</td>\n",
       "      <td>0.391325</td>\n",
       "      <td>54.0594</td>\n",
       "      <td>0.539989</td>\n",
       "      <td>98.2178</td>\n",
       "      <td>0.371027</td>\n",
       "      <td>99.4059</td>\n",
       "      <td>0.12426</td>\n",
       "      <td>98.2178</td>\n",
       "      <td>87.4752</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>20</td>\n",
       "      <td>DHR</td>\n",
       "      <td>333.310</td>\n",
       "      <td>6000</td>\n",
       "      <td>0.576304</td>\n",
       "      <td>73.8614</td>\n",
       "      <td>0.522619</td>\n",
       "      <td>98.0198</td>\n",
       "      <td>0.332537</td>\n",
       "      <td>98.8119</td>\n",
       "      <td>0.0320312</td>\n",
       "      <td>78.4158</td>\n",
       "      <td>87.2772</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>21</td>\n",
       "      <td>WAT</td>\n",
       "      <td>403.300</td>\n",
       "      <td>4959</td>\n",
       "      <td>1.03805</td>\n",
       "      <td>93.8614</td>\n",
       "      <td>0.510208</td>\n",
       "      <td>97.8218</td>\n",
       "      <td>0.199706</td>\n",
       "      <td>93.0693</td>\n",
       "      <td>0.0113116</td>\n",
       "      <td>64.3564</td>\n",
       "      <td>87.2772</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>22</td>\n",
       "      <td>ALGN</td>\n",
       "      <td>720.810</td>\n",
       "      <td>2774</td>\n",
       "      <td>1.14022</td>\n",
       "      <td>95.4455</td>\n",
       "      <td>0.280366</td>\n",
       "      <td>85.7426</td>\n",
       "      <td>0.190644</td>\n",
       "      <td>91.8812</td>\n",
       "      <td>0.0280599</td>\n",
       "      <td>76.0396</td>\n",
       "      <td>87.2772</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>23</td>\n",
       "      <td>ALB</td>\n",
       "      <td>236.060</td>\n",
       "      <td>8472</td>\n",
       "      <td>1.43083</td>\n",
       "      <td>97.8218</td>\n",
       "      <td>0.49093</td>\n",
       "      <td>97.4257</td>\n",
       "      <td>0.42066</td>\n",
       "      <td>100</td>\n",
       "      <td>-0.00533671</td>\n",
       "      <td>52.0792</td>\n",
       "      <td>86.8317</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>24</td>\n",
       "      <td>EW</td>\n",
       "      <td>125.000</td>\n",
       "      <td>16000</td>\n",
       "      <td>0.455237</td>\n",
       "      <td>61.3861</td>\n",
       "      <td>0.507253</td>\n",
       "      <td>97.6238</td>\n",
       "      <td>0.21606</td>\n",
       "      <td>94.4554</td>\n",
       "      <td>0.0706966</td>\n",
       "      <td>93.0693</td>\n",
       "      <td>86.6337</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>25</td>\n",
       "      <td>MSI</td>\n",
       "      <td>253.680</td>\n",
       "      <td>7883</td>\n",
       "      <td>0.601911</td>\n",
       "      <td>76.0396</td>\n",
       "      <td>0.36335</td>\n",
       "      <td>93.2673</td>\n",
       "      <td>0.160841</td>\n",
       "      <td>89.3069</td>\n",
       "      <td>0.0516069</td>\n",
       "      <td>87.1287</td>\n",
       "      <td>86.4356</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>26</td>\n",
       "      <td>XLNX</td>\n",
       "      <td>161.650</td>\n",
       "      <td>12372</td>\n",
       "      <td>0.547225</td>\n",
       "      <td>71.4851</td>\n",
       "      <td>0.22773</td>\n",
       "      <td>80.396</td>\n",
       "      <td>0.248472</td>\n",
       "      <td>96.2376</td>\n",
       "      <td>0.0763626</td>\n",
       "      <td>94.0594</td>\n",
       "      <td>85.5446</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>27</td>\n",
       "      <td>PKI</td>\n",
       "      <td>185.010</td>\n",
       "      <td>10810</td>\n",
       "      <td>0.59744</td>\n",
       "      <td>75.6436</td>\n",
       "      <td>0.479842</td>\n",
       "      <td>97.0297</td>\n",
       "      <td>0.272144</td>\n",
       "      <td>96.8317</td>\n",
       "      <td>0.0205529</td>\n",
       "      <td>71.2871</td>\n",
       "      <td>85.198</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>28</td>\n",
       "      <td>ACN</td>\n",
       "      <td>351.110</td>\n",
       "      <td>5696</td>\n",
       "      <td>0.467526</td>\n",
       "      <td>63.1683</td>\n",
       "      <td>0.309989</td>\n",
       "      <td>89.1089</td>\n",
       "      <td>0.20905</td>\n",
       "      <td>94.0594</td>\n",
       "      <td>0.0675371</td>\n",
       "      <td>92.6733</td>\n",
       "      <td>84.7525</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>29</td>\n",
       "      <td>NOW</td>\n",
       "      <td>674.840</td>\n",
       "      <td>2963</td>\n",
       "      <td>0.378105</td>\n",
       "      <td>52.6733</td>\n",
       "      <td>0.317869</td>\n",
       "      <td>89.703</td>\n",
       "      <td>0.295089</td>\n",
       "      <td>97.4257</td>\n",
       "      <td>0.112666</td>\n",
       "      <td>98.0198</td>\n",
       "      <td>84.4554</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>30</td>\n",
       "      <td>AON</td>\n",
       "      <td>305.031</td>\n",
       "      <td>6556</td>\n",
       "      <td>0.486892</td>\n",
       "      <td>66.5347</td>\n",
       "      <td>0.320592</td>\n",
       "      <td>90.099</td>\n",
       "      <td>0.173792</td>\n",
       "      <td>90.297</td>\n",
       "      <td>0.0606354</td>\n",
       "      <td>90.8911</td>\n",
       "      <td>84.4554</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>31</td>\n",
       "      <td>JCI</td>\n",
       "      <td>77.890</td>\n",
       "      <td>25677</td>\n",
       "      <td>0.865877</td>\n",
       "      <td>88.9109</td>\n",
       "      <td>0.233002</td>\n",
       "      <td>80.7921</td>\n",
       "      <td>0.134991</td>\n",
       "      <td>84.9505</td>\n",
       "      <td>0.0416255</td>\n",
       "      <td>82.7723</td>\n",
       "      <td>84.3564</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>32</td>\n",
       "      <td>DVN</td>\n",
       "      <td>31.230</td>\n",
       "      <td>64040</td>\n",
       "      <td>2.48689</td>\n",
       "      <td>100</td>\n",
       "      <td>0.248216</td>\n",
       "      <td>82.7723</td>\n",
       "      <td>0.028854</td>\n",
       "      <td>58.4158</td>\n",
       "      <td>0.0886272</td>\n",
       "      <td>96.0396</td>\n",
       "      <td>84.3069</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>33</td>\n",
       "      <td>ISRG</td>\n",
       "      <td>1061.660</td>\n",
       "      <td>1883</td>\n",
       "      <td>0.461593</td>\n",
       "      <td>62.1782</td>\n",
       "      <td>0.427889</td>\n",
       "      <td>96.2376</td>\n",
       "      <td>0.199583</td>\n",
       "      <td>92.8713</td>\n",
       "      <td>0.0444615</td>\n",
       "      <td>83.9604</td>\n",
       "      <td>83.8119</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>34</td>\n",
       "      <td>HIG</td>\n",
       "      <td>72.480</td>\n",
       "      <td>27593</td>\n",
       "      <td>0.9316</td>\n",
       "      <td>91.6832</td>\n",
       "      <td>0.247745</td>\n",
       "      <td>82.5743</td>\n",
       "      <td>0.0958404</td>\n",
       "      <td>78.4158</td>\n",
       "      <td>0.0409241</td>\n",
       "      <td>82.1782</td>\n",
       "      <td>83.7129</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>35</td>\n",
       "      <td>RHI</td>\n",
       "      <td>106.550</td>\n",
       "      <td>18770</td>\n",
       "      <td>0.997242</td>\n",
       "      <td>93.4653</td>\n",
       "      <td>0.35704</td>\n",
       "      <td>92.6733</td>\n",
       "      <td>0.145594</td>\n",
       "      <td>86.5347</td>\n",
       "      <td>0.00582077</td>\n",
       "      <td>61.7822</td>\n",
       "      <td>83.6139</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>36</td>\n",
       "      <td>PAYC</td>\n",
       "      <td>492.570</td>\n",
       "      <td>4060</td>\n",
       "      <td>0.700455</td>\n",
       "      <td>81.5842</td>\n",
       "      <td>0.214228</td>\n",
       "      <td>78.0198</td>\n",
       "      <td>0.41762</td>\n",
       "      <td>99.802</td>\n",
       "      <td>0.025284</td>\n",
       "      <td>74.4554</td>\n",
       "      <td>83.4653</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>37</td>\n",
       "      <td>BIO</td>\n",
       "      <td>790.330</td>\n",
       "      <td>2530</td>\n",
       "      <td>0.557022</td>\n",
       "      <td>72.6733</td>\n",
       "      <td>0.393232</td>\n",
       "      <td>94.6535</td>\n",
       "      <td>0.306332</td>\n",
       "      <td>97.8218</td>\n",
       "      <td>0.0158679</td>\n",
       "      <td>68.1188</td>\n",
       "      <td>83.3168</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>38</td>\n",
       "      <td>IPG</td>\n",
       "      <td>38.130</td>\n",
       "      <td>52452</td>\n",
       "      <td>1.20944</td>\n",
       "      <td>96.0396</td>\n",
       "      <td>0.309767</td>\n",
       "      <td>88.9109</td>\n",
       "      <td>0.12642</td>\n",
       "      <td>83.1683</td>\n",
       "      <td>0.0116261</td>\n",
       "      <td>65.1485</td>\n",
       "      <td>83.3168</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>39</td>\n",
       "      <td>CARR</td>\n",
       "      <td>57.170</td>\n",
       "      <td>34983</td>\n",
       "      <td>0.941893</td>\n",
       "      <td>92.2772</td>\n",
       "      <td>0.429316</td>\n",
       "      <td>96.4356</td>\n",
       "      <td>0.207295</td>\n",
       "      <td>93.6634</td>\n",
       "      <td>-0.00696963</td>\n",
       "      <td>50.8911</td>\n",
       "      <td>83.3168</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>40</td>\n",
       "      <td>ZBRA</td>\n",
       "      <td>585.540</td>\n",
       "      <td>3415</td>\n",
       "      <td>1.28606</td>\n",
       "      <td>96.6337</td>\n",
       "      <td>0.220505</td>\n",
       "      <td>79.2079</td>\n",
       "      <td>0.154705</td>\n",
       "      <td>88.3168</td>\n",
       "      <td>0.0179165</td>\n",
       "      <td>68.7129</td>\n",
       "      <td>83.2178</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>41</td>\n",
       "      <td>GRMN</td>\n",
       "      <td>173.600</td>\n",
       "      <td>11520</td>\n",
       "      <td>0.738539</td>\n",
       "      <td>83.9604</td>\n",
       "      <td>0.333278</td>\n",
       "      <td>90.8911</td>\n",
       "      <td>0.189886</td>\n",
       "      <td>91.4851</td>\n",
       "      <td>0.0135868</td>\n",
       "      <td>66.5347</td>\n",
       "      <td>83.2178</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>42</td>\n",
       "      <td>FTNT</td>\n",
       "      <td>301.170</td>\n",
       "      <td>6640</td>\n",
       "      <td>1.61412</td>\n",
       "      <td>98.8119</td>\n",
       "      <td>0.577818</td>\n",
       "      <td>98.8119</td>\n",
       "      <td>0.325338</td>\n",
       "      <td>98.6139</td>\n",
       "      <td>-0.0260486</td>\n",
       "      <td>35.8416</td>\n",
       "      <td>83.0198</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>43</td>\n",
       "      <td>AMAT</td>\n",
       "      <td>149.310</td>\n",
       "      <td>13394</td>\n",
       "      <td>1.50047</td>\n",
       "      <td>98.4158</td>\n",
       "      <td>0.239864</td>\n",
       "      <td>81.5842</td>\n",
       "      <td>0.020669</td>\n",
       "      <td>55.2475</td>\n",
       "      <td>0.0923365</td>\n",
       "      <td>96.2376</td>\n",
       "      <td>82.8713</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>44</td>\n",
       "      <td>MSFT</td>\n",
       "      <td>315.800</td>\n",
       "      <td>6333</td>\n",
       "      <td>0.495031</td>\n",
       "      <td>67.3267</td>\n",
       "      <td>0.308298</td>\n",
       "      <td>88.7129</td>\n",
       "      <td>0.185113</td>\n",
       "      <td>90.6931</td>\n",
       "      <td>0.0447614</td>\n",
       "      <td>84.1584</td>\n",
       "      <td>82.7228</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>45</td>\n",
       "      <td>CPRT</td>\n",
       "      <td>151.000</td>\n",
       "      <td>13245</td>\n",
       "      <td>0.421598</td>\n",
       "      <td>57.8218</td>\n",
       "      <td>0.35281</td>\n",
       "      <td>92.2772</td>\n",
       "      <td>0.186659</td>\n",
       "      <td>91.2871</td>\n",
       "      <td>0.0530559</td>\n",
       "      <td>88.1188</td>\n",
       "      <td>82.3762</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>46</td>\n",
       "      <td>MTD</td>\n",
       "      <td>1615.269</td>\n",
       "      <td>1238</td>\n",
       "      <td>0.595668</td>\n",
       "      <td>75.4455</td>\n",
       "      <td>0.427864</td>\n",
       "      <td>96.0396</td>\n",
       "      <td>0.156373</td>\n",
       "      <td>88.9109</td>\n",
       "      <td>0.0156493</td>\n",
       "      <td>67.9208</td>\n",
       "      <td>82.0792</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>47</td>\n",
       "      <td>INFO</td>\n",
       "      <td>126.730</td>\n",
       "      <td>15781</td>\n",
       "      <td>0.588961</td>\n",
       "      <td>74.8515</td>\n",
       "      <td>0.29919</td>\n",
       "      <td>87.5248</td>\n",
       "      <td>0.128818</td>\n",
       "      <td>83.7624</td>\n",
       "      <td>0.0329621</td>\n",
       "      <td>78.8119</td>\n",
       "      <td>81.2376</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>48</td>\n",
       "      <td>XYL</td>\n",
       "      <td>136.990</td>\n",
       "      <td>14599</td>\n",
       "      <td>0.612238</td>\n",
       "      <td>77.8218</td>\n",
       "      <td>0.301363</td>\n",
       "      <td>88.1188</td>\n",
       "      <td>0.139892</td>\n",
       "      <td>85.3465</td>\n",
       "      <td>0.0229137</td>\n",
       "      <td>73.2673</td>\n",
       "      <td>81.1386</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <td>49</td>\n",
       "      <td>NDAQ</td>\n",
       "      <td>198.500</td>\n",
       "      <td>10075</td>\n",
       "      <td>0.553254</td>\n",
       "      <td>71.8812</td>\n",
       "      <td>0.366646</td>\n",
       "      <td>93.6634</td>\n",
       "      <td>0.116501</td>\n",
       "      <td>81.3861</td>\n",
       "      <td>0.0295373</td>\n",
       "      <td>77.4257</td>\n",
       "      <td>81.0891</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "   Ticker     Price  Number of Shares to Buy One-Year Price Return  \\\n",
       "0      LB    81.560                    24521               2.34356   \n",
       "1     PWR   123.020                    16257                1.3199   \n",
       "2      IT   324.290                     6167               1.37873   \n",
       "3    NVDA   230.090                     8692              0.736149   \n",
       "4       A   178.182                    11224              0.750564   \n",
       "5    INTU   582.460                     3433              0.802408   \n",
       "6    NTAP    95.890                    20857               1.12794   \n",
       "7    SNPS   340.300                     5877              0.609278   \n",
       "8    KEYS   184.150                    10860              0.874878   \n",
       "9     RMD   291.840                     6853              0.696975   \n",
       "10   MSCI   650.600                     3074                0.9012   \n",
       "11    HCA   263.110                     7601              0.930837   \n",
       "12  GOOGL  2863.515                      698              0.892979   \n",
       "13   KLAC   388.829                     5143               1.07756   \n",
       "14    EFX   278.100                     7191              0.722975   \n",
       "15   CDNS   168.000                    11904              0.611446   \n",
       "16   GOOG  2954.940                      676              0.897476   \n",
       "17    WST   472.310                     4234              0.609283   \n",
       "18    EXR   185.710                    10769               0.71755   \n",
       "19   DXCM   581.450                     3439              0.391325   \n",
       "20    DHR   333.310                     6000              0.576304   \n",
       "21    WAT   403.300                     4959               1.03805   \n",
       "22   ALGN   720.810                     2774               1.14022   \n",
       "23    ALB   236.060                     8472               1.43083   \n",
       "24     EW   125.000                    16000              0.455237   \n",
       "25    MSI   253.680                     7883              0.601911   \n",
       "26   XLNX   161.650                    12372              0.547225   \n",
       "27    PKI   185.010                    10810               0.59744   \n",
       "28    ACN   351.110                     5696              0.467526   \n",
       "29    NOW   674.840                     2963              0.378105   \n",
       "30    AON   305.031                     6556              0.486892   \n",
       "31    JCI    77.890                    25677              0.865877   \n",
       "32    DVN    31.230                    64040               2.48689   \n",
       "33   ISRG  1061.660                     1883              0.461593   \n",
       "34    HIG    72.480                    27593                0.9316   \n",
       "35    RHI   106.550                    18770              0.997242   \n",
       "36   PAYC   492.570                     4060              0.700455   \n",
       "37    BIO   790.330                     2530              0.557022   \n",
       "38    IPG    38.130                    52452               1.20944   \n",
       "39   CARR    57.170                    34983              0.941893   \n",
       "40   ZBRA   585.540                     3415               1.28606   \n",
       "41   GRMN   173.600                    11520              0.738539   \n",
       "42   FTNT   301.170                     6640               1.61412   \n",
       "43   AMAT   149.310                    13394               1.50047   \n",
       "44   MSFT   315.800                     6333              0.495031   \n",
       "45   CPRT   151.000                    13245              0.421598   \n",
       "46    MTD  1615.269                     1238              0.595668   \n",
       "47   INFO   126.730                    15781              0.588961   \n",
       "48    XYL   136.990                    14599              0.612238   \n",
       "49   NDAQ   198.500                    10075              0.553254   \n",
       "\n",
       "   One-Year Return Percentile Six-Month Price Return  \\\n",
       "0                      99.802               0.848791   \n",
       "1                     97.0297               0.343986   \n",
       "2                     97.4257               0.739534   \n",
       "3                     83.5644               0.715856   \n",
       "4                     85.1485               0.408143   \n",
       "5                     86.7327               0.458926   \n",
       "6                     95.2475               0.375705   \n",
       "7                     77.0297               0.451502   \n",
       "8                     89.1089               0.318453   \n",
       "9                     81.3861               0.575799   \n",
       "10                     90.297               0.562512   \n",
       "11                    91.4851               0.340172   \n",
       "12                     89.703               0.407905   \n",
       "13                    94.2574               0.240043   \n",
       "14                    82.9703               0.591026   \n",
       "15                    77.6238                 0.3015   \n",
       "16                     89.901               0.417785   \n",
       "17                    77.2277               0.654713   \n",
       "18                    82.3762               0.404205   \n",
       "19                    54.0594               0.539989   \n",
       "20                    73.8614               0.522619   \n",
       "21                    93.8614               0.510208   \n",
       "22                    95.4455               0.280366   \n",
       "23                    97.8218                0.49093   \n",
       "24                    61.3861               0.507253   \n",
       "25                    76.0396                0.36335   \n",
       "26                    71.4851                0.22773   \n",
       "27                    75.6436               0.479842   \n",
       "28                    63.1683               0.309989   \n",
       "29                    52.6733               0.317869   \n",
       "30                    66.5347               0.320592   \n",
       "31                    88.9109               0.233002   \n",
       "32                        100               0.248216   \n",
       "33                    62.1782               0.427889   \n",
       "34                    91.6832               0.247745   \n",
       "35                    93.4653                0.35704   \n",
       "36                    81.5842               0.214228   \n",
       "37                    72.6733               0.393232   \n",
       "38                    96.0396               0.309767   \n",
       "39                    92.2772               0.429316   \n",
       "40                    96.6337               0.220505   \n",
       "41                    83.9604               0.333278   \n",
       "42                    98.8119               0.577818   \n",
       "43                    98.4158               0.239864   \n",
       "44                    67.3267               0.308298   \n",
       "45                    57.8218                0.35281   \n",
       "46                    75.4455               0.427864   \n",
       "47                    74.8515                0.29919   \n",
       "48                    77.8218               0.301363   \n",
       "49                    71.8812               0.366646   \n",
       "\n",
       "   Six-Month Return Percentile Three-Month Price Return  \\\n",
       "0                          100                 0.218954   \n",
       "1                      91.4851                 0.294365   \n",
       "2                       99.802                 0.358391   \n",
       "3                       99.604                 0.259307   \n",
       "4                      95.2475                 0.207659   \n",
       "5                      96.8317                 0.226114   \n",
       "6                      94.0594                 0.118133   \n",
       "7                      96.6337                 0.277043   \n",
       "8                       89.901                 0.220409   \n",
       "9                      98.6139                 0.236142   \n",
       "10                     98.4158                 0.323453   \n",
       "11                     91.2871                 0.225226   \n",
       "12                     95.0495                 0.190892   \n",
       "13                     81.7822                 0.149705   \n",
       "14                     99.0099                 0.190137   \n",
       "15                     88.3168                 0.297761   \n",
       "16                     95.6436                 0.152489   \n",
       "17                     99.4059                 0.315921   \n",
       "18                     94.8515                 0.158892   \n",
       "19                     98.2178                 0.371027   \n",
       "20                     98.0198                 0.332537   \n",
       "21                     97.8218                 0.199706   \n",
       "22                     85.7426                 0.190644   \n",
       "23                     97.4257                  0.42066   \n",
       "24                     97.6238                  0.21606   \n",
       "25                     93.2673                 0.160841   \n",
       "26                      80.396                 0.248472   \n",
       "27                     97.0297                 0.272144   \n",
       "28                     89.1089                  0.20905   \n",
       "29                      89.703                 0.295089   \n",
       "30                      90.099                 0.173792   \n",
       "31                     80.7921                 0.134991   \n",
       "32                     82.7723                 0.028854   \n",
       "33                     96.2376                 0.199583   \n",
       "34                     82.5743                0.0958404   \n",
       "35                     92.6733                 0.145594   \n",
       "36                     78.0198                  0.41762   \n",
       "37                     94.6535                 0.306332   \n",
       "38                     88.9109                  0.12642   \n",
       "39                     96.4356                 0.207295   \n",
       "40                     79.2079                 0.154705   \n",
       "41                     90.8911                 0.189886   \n",
       "42                     98.8119                 0.325338   \n",
       "43                     81.5842                 0.020669   \n",
       "44                     88.7129                 0.185113   \n",
       "45                     92.2772                 0.186659   \n",
       "46                     96.0396                 0.156373   \n",
       "47                     87.5248                 0.128818   \n",
       "48                     88.1188                 0.139892   \n",
       "49                     93.6634                 0.116501   \n",
       "\n",
       "   Three-Month Return Percentile One-Month Price Return  \\\n",
       "0                        94.6535              0.0831477   \n",
       "1                        97.2277               0.221469   \n",
       "2                        99.0099               0.039929   \n",
       "3                        96.6337                0.11042   \n",
       "4                        93.8614               0.095756   \n",
       "5                        95.6436              0.0606672   \n",
       "6                        81.7822               0.139593   \n",
       "7                        97.0297               0.147547   \n",
       "8                        95.0495              0.0820152   \n",
       "9                        95.8416               0.059628   \n",
       "10                       98.4158              0.0286594   \n",
       "11                       95.4455              0.0483931   \n",
       "12                       92.0792              0.0487624   \n",
       "13                       87.3267               0.126251   \n",
       "14                       91.6832              0.0524871   \n",
       "15                       97.6238               0.102151   \n",
       "16                       87.9208              0.0493308   \n",
       "17                       98.0198              0.0434151   \n",
       "18                       89.1089              0.0570581   \n",
       "19                       99.4059                0.12426   \n",
       "20                       98.8119              0.0320312   \n",
       "21                       93.0693              0.0113116   \n",
       "22                       91.8812              0.0280599   \n",
       "23                           100            -0.00533671   \n",
       "24                       94.4554              0.0706966   \n",
       "25                       89.3069              0.0516069   \n",
       "26                       96.2376              0.0763626   \n",
       "27                       96.8317              0.0205529   \n",
       "28                       94.0594              0.0675371   \n",
       "29                       97.4257               0.112666   \n",
       "30                        90.297              0.0606354   \n",
       "31                       84.9505              0.0416255   \n",
       "32                       58.4158              0.0886272   \n",
       "33                       92.8713              0.0444615   \n",
       "34                       78.4158              0.0409241   \n",
       "35                       86.5347             0.00582077   \n",
       "36                        99.802               0.025284   \n",
       "37                       97.8218              0.0158679   \n",
       "38                       83.1683              0.0116261   \n",
       "39                       93.6634            -0.00696963   \n",
       "40                       88.3168              0.0179165   \n",
       "41                       91.4851              0.0135868   \n",
       "42                       98.6139             -0.0260486   \n",
       "43                       55.2475              0.0923365   \n",
       "44                       90.6931              0.0447614   \n",
       "45                       91.2871              0.0530559   \n",
       "46                       88.9109              0.0156493   \n",
       "47                       83.7624              0.0329621   \n",
       "48                       85.3465              0.0229137   \n",
       "49                       81.3861              0.0295373   \n",
       "\n",
       "   One-Month Return Percentile HQM Score  \n",
       "0                      95.8416   97.5743  \n",
       "1                       99.802   96.3861  \n",
       "2                      81.9802   94.5545  \n",
       "3                      97.6238   94.3564  \n",
       "4                      96.4356   92.6733  \n",
       "5                      91.0891   92.5743  \n",
       "6                      99.0099   92.5248  \n",
       "7                      99.2079   92.4752  \n",
       "8                      95.4455   92.3762  \n",
       "9                       90.495   91.5842  \n",
       "10                     76.8317   90.9901  \n",
       "11                     85.1485   90.8416  \n",
       "12                     85.9406   90.6931  \n",
       "13                     98.4158   90.4455  \n",
       "14                     87.7228   90.3465  \n",
       "15                     96.6337   90.0495  \n",
       "16                     86.1386    89.901  \n",
       "17                     83.3663    89.505  \n",
       "18                      90.099   89.1089  \n",
       "19                     98.2178   87.4752  \n",
       "20                     78.4158   87.2772  \n",
       "21                     64.3564   87.2772  \n",
       "22                     76.0396   87.2772  \n",
       "23                     52.0792   86.8317  \n",
       "24                     93.0693   86.6337  \n",
       "25                     87.1287   86.4356  \n",
       "26                     94.0594   85.5446  \n",
       "27                     71.2871    85.198  \n",
       "28                     92.6733   84.7525  \n",
       "29                     98.0198   84.4554  \n",
       "30                     90.8911   84.4554  \n",
       "31                     82.7723   84.3564  \n",
       "32                     96.0396   84.3069  \n",
       "33                     83.9604   83.8119  \n",
       "34                     82.1782   83.7129  \n",
       "35                     61.7822   83.6139  \n",
       "36                     74.4554   83.4653  \n",
       "37                     68.1188   83.3168  \n",
       "38                     65.1485   83.3168  \n",
       "39                     50.8911   83.3168  \n",
       "40                     68.7129   83.2178  \n",
       "41                     66.5347   83.2178  \n",
       "42                     35.8416   83.0198  \n",
       "43                     96.2376   82.8713  \n",
       "44                     84.1584   82.7228  \n",
       "45                     88.1188   82.3762  \n",
       "46                     67.9208   82.0792  \n",
       "47                     78.8119   81.2376  \n",
       "48                     73.2673   81.1386  \n",
       "49                     77.4257   81.0891  "
      ]
     },
     "execution_count": 62,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "position_size = float(portfolio_size)/len(hqm_dataframe.index)\n",
    "\n",
    "for i in hqm_dataframe.index:\n",
    "    hqm_dataframe.loc[i, \"Number of Shares to Buy\"] = math.floor(position_size/hqm_dataframe.loc[i, \"Price\"])\n",
    "    \n",
    "hqm_dataframe"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "## Formatting Our Excel Output\n",
    "\n",
    "We will be using the XlsxWriter library for Python to create nicely-formatted Excel files.\n",
    "\n",
    "XlsxWriter is an excellent package and offers tons of customization. However, the tradeoff for this is that the library can seem very complicated to new users. Accordingly, this section will be fairly long because I want to do a good job of explaining how XlsxWriter works."
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 63,
   "metadata": {},
   "outputs": [],
   "source": [
    "writer = pd.ExcelWriter('momemtum_strategy.xlsx', engine='xlsxwriter')\n",
    "hqm_dataframe.to_excel(writer, sheet_name='Momentum Strategy', index = False)"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "## Creating the Formats We'll Need For Our .xlsx File\n",
    "\n",
    "You'll recall from our first project that formats include colors, fonts, and also symbols like % and $. We'll need four main formats for our Excel document:\n",
    "\n",
    "* String format for tickers\n",
    "* \\$XX.XX format for stock prices\n",
    "* \\$XX,XXX format for market capitalization\n",
    "* Integer format for the number of shares to purchase\n",
    "\n",
    "Since we already built our formats in the last section of this course, I've included them below for you. Run this code cell before proceeding."
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 64,
   "metadata": {},
   "outputs": [],
   "source": [
    "background_color = '#0a0a23'\n",
    "font_color = '#ffffff'\n",
    "\n",
    "string_template = writer.book.add_format(\n",
    "        {\n",
    "            'font_color': font_color,\n",
    "            'bg_color': background_color,\n",
    "            'border': 1\n",
    "        }\n",
    "    )\n",
    "\n",
    "dollar_template = writer.book.add_format(\n",
    "        {\n",
    "            'num_format':'$0.00',\n",
    "            'font_color': font_color,\n",
    "            'bg_color': background_color,\n",
    "            'border': 1\n",
    "        }\n",
    "    )\n",
    "\n",
    "integer_template = writer.book.add_format(\n",
    "        {\n",
    "            'num_format':'0',\n",
    "            'font_color': font_color,\n",
    "            'bg_color': background_color,\n",
    "            'border': 1\n",
    "        }\n",
    "    )\n",
    "\n",
    "percent_template = writer.book.add_format(\n",
    "        {\n",
    "            'num_format':'0.0%',\n",
    "            'font_color': font_color,\n",
    "            'bg_color': background_color,\n",
    "            'border': 1\n",
    "        }\n",
    "    )"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 65,
   "metadata": {},
   "outputs": [],
   "source": [
    "column_formats = { \n",
    "                    'A': ['Ticker', string_template],\n",
    "                    'B': ['Price', dollar_template],\n",
    "                    'C': ['Number of Shares to Buy', integer_template],\n",
    "                    'D': ['One-Year Price Return', percent_template],\n",
    "                    'E': ['One-Year Return Percentile', percent_template],\n",
    "                    'F': ['Six-Month Price Return', percent_template],\n",
    "                    'G': ['Six-Month Return Percentile', percent_template],\n",
    "                    'H': ['Three-Month Price Return', percent_template],\n",
    "                    'I': ['Three-Month Return Percentile', percent_template],\n",
    "                    'J': ['One-Month Price Return', percent_template],\n",
    "                    'K': ['One-Month Return Percentile', percent_template],\n",
    "                    'L': ['HQM Score', integer_template]\n",
    "                    }\n",
    "\n",
    "for column in column_formats.keys():\n",
    "    writer.sheets['Momentum Strategy'].set_column(f'{column}:{column}', 20, column_formats[column][1])\n",
    "    writer.sheets['Momentum Strategy'].write(f'{column}1', column_formats[column][0], string_template)"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "## Saving Our Excel Output\n",
    "\n",
    "As before, saving our Excel output is very easy:"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 66,
   "metadata": {},
   "outputs": [],
   "source": [
    "writer.save()"
   ]
  }
 ],
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