I am studying this CGO factor and find it has some merit (ic positive and increasing cumulative returns) .
I am studying this CGO factor and find it has some merit (ic positive and increasing cumulative returns) .
Thanks @ Vladimir !
I am a beginner of quantopian so I am not really sure how to interpret the factor analysis result other than reading IC and the cumulative curve.
For some reason, it does not work as expected when I run a backtest (I remove commission and slippage parts). Can you and other spot any wrong-doing in my algo?
Our support team will be in touch soon.
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