--- title: How to Combine Fundamentals, Sentiment, and Price Into... description: A step-by-step guide to building a multi-factor stock backtesting strategy in Python that combines fundamental analysis (earnings growth, margins, P/E, debt),... canonical: https://daily.dev/posts/how-to-combine-fundamentals-sentiment-and-price-into-one-backtest-python--2a0ntcwwg twitter:card: summary_large_image twitter:site: @dailydotdev og:type: website og:site_name: daily.dev og:title: How to Combine Fundamentals, Sentiment, and Price Into One Backtest (Python) | daily.dev og:description: A step-by-step guide to building a multi-factor stock backtesting strategy in Python that combines fundamental analysis (earnings growth, margins, P/E, debt),... og:url: https://daily.dev/posts/how-to-combine-fundamentals-sentiment-and-price-into-one-backtest-python--2a0ntcwwg og:image: https://api.daily.dev/og/posts/2a0nTcWwg.png og:image:alt: How to Combine Fundamentals, Sentiment, and Price Into One Backtest (Python) og:image:width: 1200 og:image:height: 630 og:locale: en --- > ## Documentation Index > Fetch the complete documentation index at: https://daily.dev/llms.txt > Use this file to discover all available pages before exploring further. # How to Combine Fundamentals, Sentiment, and Price Into One Backtest (Python) **[Medium](https://daily.dev/sources/medium_js)** · 10 min read · 0 upvotes · 0 comments ## Summary A step-by-step guide to building a multi-factor stock backtesting strategy in Python that combines fundamental analysis (earnings growth, margins, P/E, debt), sentiment data (social media, news, analyst scores), and price-based technical signals (SMA, RSI, volume). Using the Axion Python SDK, the tutorial walks through defining a stock universe, scoring each factor, creating a composite weighted score, running a monthly-rebalancing backtest, visualizing results against the S&P 500, and iterating with weight optimization and ML models. ## Full article daily.dev links to this article rather than hosting it. Read it at the original source: ## Similar posts on daily.dev - [How to Choose the Best Stock Market API for FinTech Projects and AI Agents](https://daily.dev/posts/how-to-choose-the-best-stock-market-api-for-fintech-projects-and-ai-agents-leqiusjir) · freeCodeCamp · 3 upvotes · 0 comments - [How to Find Stock-Specific Moves in the S&P 500 with Python](https://daily.dev/posts/how-to-find-stock-specific-moves-in-the-s-p-500-with-python-mw3ndcxuj) · freeCodeCamp · 7 upvotes · 0 comments - [Momentum Investing Enhanced by Microsoft Foundry-Hosted Large Language Model](https://daily.dev/posts/momentum-investing-enhanced-by-microsoft-foundry-hosted-large-language-model-dqokjfpbo) · R-bloggers · 0 upvotes · 0 comments --- Tags: [#python](https://daily.dev/tags/python), [#fintech](https://daily.dev/tags/fintech) [View this post on daily.dev](https://daily.dev/posts/how-to-combine-fundamentals-sentiment-and-price-into-one-backtest-python--2a0ntcwwg) ```json {"@context":"https://schema.org","@graph":[{"@type":"Organization","@id":"https://daily.dev/#organization","name":"daily.dev","url":"https://daily.dev","logo":{"@type":"ImageObject","url":"https://daily.dev/apple-touch-icon.png","width":180,"height":180},"sameAs":["https://twitter.com/dailydotdev","https://github.com/dailydotdev","https://www.linkedin.com/company/daily-dev-ltd"]},{"@type":"WebSite","@id":"https://daily.dev/#website","url":"https://daily.dev","name":"daily.dev","publisher":{"@id":"https://daily.dev/#organization"},"potentialAction":{"@type":"SearchAction","target":{"@type":"EntryPoint","urlTemplate":"https://daily.dev/search?q={search_term_string}"},"query-input":"required name=search_term_string"}}]} {"@context":"https://schema.org","@type":"TechArticle","headline":"How to Combine Fundamentals, Sentiment, and Price Into One Backtest (Python)","url":"https://daily.dev/posts/how-to-combine-fundamentals-sentiment-and-price-into-one-backtest-python--2a0ntcwwg","mainEntityOfPage":{"@type":"WebPage","@id":"https://daily.dev/posts/how-to-combine-fundamentals-sentiment-and-price-into-one-backtest-python--2a0ntcwwg"},"datePublished":"2026-07-26T01:56:25.982Z","dateModified":"2026-07-26T02:03:27.696Z","description":"A step-by-step guide to building a multi-factor stock backtesting strategy in Python that combines fundamental analysis (earnings growth, margins, P/E, debt),...","image":"https://media.daily.dev/image/upload/f_auto,q_auto/v1/posts/3d0e24ffc20ff8bce93cefd7088a8944?_a=AQAEuop","thumbnailUrl":"https://media.daily.dev/image/upload/f_auto,q_auto/v1/posts/3d0e24ffc20ff8bce93cefd7088a8944?_a=AQAEuop","isAccessibleForFree":true,"articleSection":"Medium","inLanguage":"en","publisher":{"@type":"Organization","name":"daily.dev","url":"https://daily.dev","logo":{"@type":"ImageObject","url":"https://daily.dev/apple-touch-icon.png","width":180,"height":180}},"author":{"@type":"Organization","name":"Medium","logo":"https://media.daily.dev/image/upload/t_logo,f_auto/v1/logos/medium","url":"https://daily.dev/sources/medium_js"},"commentCount":0,"discussionUrl":"https://daily.dev/posts/how-to-combine-fundamentals-sentiment-and-price-into-one-backtest-python--2a0ntcwwg","interactionStatistic":[{"@type":"InteractionCounter","interactionType":{"@type":"LikeAction"},"userInteractionCount":0},{"@type":"InteractionCounter","interactionType":{"@type":"CommentAction"},"userInteractionCount":0}],"keywords":"python,fintech","timeRequired":"PT10M"} {"@context":"https://schema.org","@type":"BreadcrumbList","itemListElement":[{"@type":"ListItem","position":1,"name":"Home","item":"https://daily.dev"},{"@type":"ListItem","position":2,"name":"Medium","item":"https://daily.dev/sources/medium_js"},{"@type":"ListItem","position":3,"name":"How to Combine Fundamentals, Sentiment, and Price Into One Backtest (Python)"}]} ```