Hi guys , I found 2 more useful links    1) INSTITUTIONAL ALGORITHMIC TRADING, STATISTICAL ARBITRAGE  AND TECHNICAL ANALYSIS https://ecommons.cornell.edu/bitstream/handle/1813/13821/Shen%2C%20Ning.pdf?sequence=1&isAllowed=y   2) How to use SAS® system to filter stock for trade https://support.sas.com/resources/papers/proceedings17/0340-2017.pdf     ... View more