This is a price action strategy that uses Quantconnect's universe selection mechanism. There are not a lot of magic numbers so it shouldn't be too overfit. There's no slippage approximation but it only trades the highest dollar volume stocks daily so slippage should not be a significant factor. The trade logic amounts to buying the stocks with the highest upwards curvature that have not yet begun to rise in price. Use at your own risk.
Warren Harding
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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