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Investment Thesis
This strategy is supposed to serve as an initial starting point to further be build upon during the course of the competition. It is a momentum strategy for the NASDAQ universe.
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Quant League Competitions
Competition entry updated by Timo Diehm
Quant League Competitions
Competition entry updated by Timo Diehm
Quant League Competitions
Competition entry updated by Timo Diehm
Sebastien M. Laignel
Hi Frankfurt,Â
I use this strategy with 50 quartiles and 1 month lookback period (with tech in this moment better to be reactive)
I have 42% YTD - SR 2.6 with PSR 80%
Good luck
S.Laignel
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Sebastien M. Laignel
Hi there,
50 deciles may be hazardous in terms of concentration risk. I have adapted the universe and reached 57% YTD. I should deploy live in few days.
all the best
SL
Quant League Competitions
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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