Recently I have been working with Accern's DS2 dataset to create Accern's proprietary data-driven strategies to demonstrate DS2 dataset's predictive capability and flexibility for strategy development and integration.
Below is a weekly-aggregated strategy built on Accern's daily DS2 dataset, which passed all required tests for entering Quantopians' contest. Any feedbacks and insights will be appreciated. For more DS2 related strategy posts and info, feel free to check my another post here.
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