Quant Radio: Exploring Trend Factors in Trading

20/03/2025 11 min Temporada 5 Episodio 14

Listen "Quant Radio: Exploring Trend Factors in Trading"

Episode Synopsis

In this deep dive, we break down the Trend Factor, a powerful quantitative trading strategy that captures market trends across short, medium, and long-term horizons. Based on academic research by Han, Zhou, and Zhu, this approach has historically delivered strong risk-adjusted returns—even during market crises.Join us as we explore:✅ The core concept behind the Trend Factor✅ How moving averages across multiple timeframes shape this strategy✅ The step-by-step process for predicting stock returns✅ Real-world performance and risk-adjusted gains✅ How to implement the strategy in PythonWhether you're a quant finance pro or just curious about systematic trading, this episode will give you valuable insights into trend-based investing.Find the full research paper here: https://community.quantopian.com/c/community-forums/coding-trend-factor-quantitativoFor more quant-focused content, join us at ⁠⁠⁠⁠https://community.quantopian.com⁠⁠⁠⁠. There, you can explore a wealth of resources, connect with fellow quants, engage in insightful discussions, and enhance your skills through our extensive range of online courses.Quant Radio is an AI-generated podcast, intended to help people develop their knowledge and skills in Quant finance. This podcast is not intended to provide investment advice.