suggestion for the lecture series.
Was wondering if one of the top perfomers could walk us through the logic of one of there top performing algorithms.
Many thanks for consideration
regards,
Andrew
top performers - tutorial
Andrew, I'm not sure that anyone will respond to your request - a lot of strategies lose their edge if they are widely adopted, so people are reluctant to share the very good ones.
Hopefully you will find this interesting, though. As we review algorithms for the hedge fund, we have found that a significant fraction of them are clones of algorithms shared here in the forums. The shared algorithms aren't winners themselves, but they are good templates that can be modified and adopted. For various reasons, these templates have a track record of resulting in high-quality cloned variations.
- Delaney shared David Edward's Long/Short Cross-Sectional Momentum
- How to Build a Pairs Strategy
- Jorge Perez's implementation of Global Minimum Variance Portfolio
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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by Quantopian.
In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.