QuantConnect Community Discussions
QUANTCONNECT COMMUNITY
Hi everyone,
In this strategy, we create a long-short equity portfolio to exploit residual momentum found between security returns and the Fama-French factors. I've attached the backtest below, but more information on the strategy is available in the Strategy Library.
Best,
Derek Melchin
Upvote
3 people upvoted this
QuantConnectâ„¢ 2025. All Rights Reserved
Share New Research 
To unlock posting to the community forums please complete at least 30% of Boot Camp.
You can continue your Boot Camp training progress from the terminal. We hope to see you in the community soon!