Feb 2021 Meetup - Value and Momentum Everywhere Strategy Demo by Derek Melchin

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Feb 2021 Meetup - Value and Momentum Everywhere Strategy Demo

Last comment by - March 2021

Feb 2021 Meetup - Value and Momentum Everywhere Strategy Demo

Recreated Value & Momentum Everywhere strategy in Feb 2021 Meetup, with code files for each variation.

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Feb 2021 Meetup - Value and Momentum Everywhere Strategy Demo

Derek Melchin | QuantConnect | February 2021

Hi everyone,

During the latest meetup, we recreated the Value & Momentum Everywhere strategy. The video walkthrough is available here. Below are the code files for each variation of the algorithm we reviewed.

Part 1: US Equities; Value factor

Part 2: US Equities; Momentum factor

Part 3: US Equities; Value & Momentum factor

Part 4: US Equities & Global Equities; Value & Momentum factor

Best,

Derek Melchin

Author

Derek Melchin

February 2021