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Quant Strategies Implemented by the Quantopian Community

56 pointsby jstauthover 11 years ago

2 comments

this_userover 11 years ago
Quite a few of these strategies appear to be underperforming their benchmark index. Some others are known to not work anymore like the 'Turtle' system or only work under special circumstances like the gold/gold miner arbitrage (requires sufficiently high crude oil prices). I haven't checked this in detail, but I would also be very wary of curve fitted backtest results that won't hold up for future market movements.
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jfasiover 11 years ago
See what I'd like to see is a strategy that computes the consensus view of all those strategies.
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