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Quant Strategies Implemented by the Quantopian Community

56 点作者 jstauth超过 11 年前

2 条评论

this_user超过 11 年前
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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jfasi超过 11 年前
See what I'd like to see is a strategy that computes the consensus view of all those strategies.
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