I really wanted to write up a post discussing my stock screener app and clear my head, basically.
The functions of this application will be to 1) import 3rd-party fundamental and daily data [for U.S. equity stocks] and aggregate all this data to create a historical time-series data set, 2) screen point-in-time market data against user-specified criteria to deliver a basket of stocks that pass the selection criteria, 3) simulate portfolios that buy and hold selected stocks for user-specified holding periods and position sizes, and 4) to calculate dollar returns of a simulated portfolio.