dead-cat-drop

Moonshot strategy that shorts stocks that fell 10% or more the previous day. Demonstrates running a multi-country backtest to find where an anomaly works best. Uses global equities data from EDI.

Clone in QuantRocket

CLI:

quantrocket codeload clone 'dead-cat-drop'

Python:

from quantrocket.codeload import clone
clone("dead-cat-drop")

Browse in GitHub

Start here: dead_cat_drop/Introduction.ipynb

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