This is our fourth and final attempt at making profit from the stock market. In this attempt we were able to successfully create the pipeline to compute and filter the desired stocks, as well as creating a pipeline to take advantage of quantopians risk-loadings computations. These are useful in refining our portfolio by using constraints, which in turn help optimize our buys and sells. We make the computations, set our parameters, and minimize risk, all before passing all of that information to the optimizer that finalizes our portfolio. Although this final attempt was our most successful, it was not very profitable and did not make more than the SPY did. This is due to the oversaturation of this well-known, basic strategy in quant finance. With many people utilizing this strategy, the trends observed are quickly adjusted by the market. This is a challenge we faced and ultimately could not overcome, despite learning a ton throughout the process.
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