QuantConnect Community Discussions
QUANTCONNECT COMMUNITY
Hi everyone,
In this strategy, we use two factors (historical returns and nearness to historical high) from asset management firms to construct a balanced long-short portfolio. I've attached the backtest below, but more comprehensive analysis of the strategy is available in the Strategy Library.
Best,
Derek Melchin
Upvote
1 person 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!