Title:
WorldQuant Formulaic 101 Alphas
Download
- Category:
- Other systems
- Tags:
-
- File Size:
- 13kb
- Update:
- 2018-06-19
- Downloads:
- 2 Times
- Uploaded by:
- putinLee
Description: You can use the backtest for Quant trade, it provides the sharp ratio and information ratio, etc.
from quantopian.research import run_pipeline
from quantopian.pipeline import Pipeline
from quantopian.pipeline.factors import Latest
from quantopian.pipeline.data.builtin import USEquityPricing
from quantopian.pipeline.factors import CustomFactor, AverageDollarVolume, Returns, RSI, VWAP
from quantopian.pipeline.filters import Q500US, Q1500US
To Search:
File list (Check if you may need any files):
| Filename | Size | Date |
|---|
| WorldQuant Formulaic 101 Alphas.py | 241058 | 2017-01-14 |
