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Quarterly Open-Source Trading Competition

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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About Quant League

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.

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Momentum Reversal Insight

Investment Thesis

Universe Selection: Top 1000 US equity filtered by Price > $5.
Portfolio Rebalance Frequency: Monthly.
Alpha Insight: We generated an insight that targets a momentum reversal strategy by double sorting medium-term momentum and short-term reversal independently.
PCM: Weighted average portfolio.
Execution: Immediate execution.

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