This sample is PBR+PER ranking sample which Prophit requested.


It's based on the article '2. Simple model beats market?' (https://intelliquant.co.kr/article/46


Initial euqity: 10M Won

1. target market is KOSPI. ETF excluded.

2. Only 90% of total account money uses while rebalancing.

3. Rabalancing filter: top 20 stocks order by (PBR rank # + PER rank #)