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Equity momentum strategy in Python

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Grig
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Joined: October 21st, 2015, 7:44 pm

Equity momentum strategy in Python

November 7th, 2017, 1:45 pm

Dear All,

Does any of you know some sources to build a equity momentum strategy (i.e. buy 10 top performers and selling bottom 10) in Python? Or building the replica of MSCI World Momentum index?

Thanks,
Regards
Dragos
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Hansi
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Joined: January 25th, 2010, 11:47 am

Re: Equity momentum strategy in Python

November 7th, 2017, 2:20 pm

Should be some examples on https://www.quantopian.com/
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quantrocket
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Joined: August 8th, 2017, 8:28 pm
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Re: Equity momentum strategy in Python

November 7th, 2017, 2:46 pm

UMD demo strategy for Moonshot: https://github.com/quantrocket-llc/code ... us_down.py
Brian
QuantRocket LLC
brian@quantrocket.com
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