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Index/Sector ETF MA Crossover

This is my first Quantopian algorithm. It is a simple MA crossover algorithm that uses a group of index and sector ETFs. It buys ETFs that are trending up and then shorts the SPY when the market as a whole goes down. I'd love to get some feedback or ideas for improvements. Thanks.

1 response

Here is an updated version of the same algorithm. It has adjustments mainly to the market hedge function. It maintains a hedge at all times, which reduces the beta to 0.18.