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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The Open-Quant League is a quarterly competition between universities and investment clubs for the best-performing strategy. The previous quarter's code is open-sourced, and competitors must adapt to survive.
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The Open-Quant League is a quarterly competition between universities and investment clubs for the best performing strategy. Previous quarter's code is open-sourced, and competitors must adapt to survive.
See the competition code of conduct and rules for participation in prizes.
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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.
The Frankfurt School of Finance & Management is a leading German business school specializing in finance, management, and economics, known for its rigorous academic programs and strong industry connections.
Organization WebsiteCopy this strategy code to your QuantConnect account and deploy it live with your brokerage.
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Competition entry updated by Timo Diehm
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