Hello everyone,

In the Notebook above, I implemented the algorithm described in the paper "In Search of Distress Risk" by John Campbell, Jens Hilscher, and Jan Szilagyi .

As outlined in the book "Quantitative Value" and in their blog post

http://blog.alphaarchitect.com/2011/07/23/stop-using-altman-z-score/

this algorithm is much better than the previous ones in predicting bankruptcy.

Maybe I did something wrong, because my implementation gives Apple a probability of bankruptcy equals to 100%

Would you help me to verify and improve my implementation?

The Research Notebook is here linked above.

Comments and feedbacks are very welcome!

Costantino