Hi All
Greetings from Melbourne Australia !
First post to Quantopian community as I slowly make my way from Research to Algo IDE ...(hope to have Aus stocks in the IDE at some point)
I've modelled the well known EV/EBITDA with momentum (in the form of 200 day returns).
The algo doesn't do particularly well at all around 2014..... it could be my alpha combination is wrong - so posting here for experts to cast their eyes on it and suggest improvements...