In this effort I used the opposite signal positioning. Check it and tell me what you think! I actually use Fear to Buy and Greed to sell..
Related thread: https://www.quantopian.com/posts/using-fear-and-greed-index
I think it's an interesting strategy, but i would like to see some (minor) improvements:
- optimize the buy/sell threshold for the strategy: the value 0.8 seems a little arbitrary and we could implement a small machine learning module that regulates it
- Instead of investing 100% of the cash when the index equals the threshold, you could implement a lot-trade generator that generates sales & purchases not based on an absolute value of the index but the trend of its evolution once it has reached a certain value.
I would love to see some more, I think there is some potential here
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