Quantlandian

Building Up Quantlandian

To build our Quantlandian and continue discussion from where we lost in Quantopian, let us post our strategies, lectures, codes and continue discussions here:

List of Strategies:

  1. New Strategy - Presenting the “Quality Companies in an Uptrend” Model

  2. (Incomplete) New Strategy — “In & Out”

  3. Enhancing Short-Term Mean-Reversion Strategies

  4. Are Earnings Predictable with Buyback Announcements?

  5. Capital Expenditure Volatility (CapEx Vol) - Template Fundamental Algo

  6. Simple Machine Learning Example Mk II

  7. Post-Earnings Drift Trading Strategy with Estimize (PEAD)

  8. Rules based sector rotation strategy based on Mebane Faber research

  9. VIX trading algorithm return 150% a year over past 5 years but has 50% drawdown from 2015 meltdown

  10. Debt to Total Assets with FactSet Data - Template Fundamental Algo

(expanding)

Let’s BUILD OUR QUANTLAND, your help is appreciated! :smiley:

Being able to attach jupyter notebooks could help people share their research

@Andralienware

Hi Andres,

Thank you for your feedback.

Do you refer to attaching notebooks for downloads and/or viewing on site?

Really appreciate your comment.

Thanks for the effort , Alex. It’s good to be here.
Wish we can keep the discussion about quant.

@WongFocus

Thanks WongFocus, welcome to Quantlandian!

Thanks for the quick reply, being able to attach ipynb’s really helps, and is a huge step over not being able to share or view them.
Thanks for the website, Andres