Hi everyone,

During the latest meetup, we recreated the Value & Momentum Everywhere strategy. The video walkthrough is available here. Below are the code files for each variation of the algorithm we reviewed.

Part 1: US Equities; Value factor

Part 2: US Equities; Momentum factor

Part 3: US Equities; Value & Momentum factor

Part 4: US Equities & Global Equities; Value & Momentum factor

Best,

Derek Melchin

Author