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AAPL Poor Man's Algorithm

Just a simple algorithm based on the work of AAPLPAIN which found that AAPL tends to run up early in the week and fade towards Friday. Since the last 7 - 1 split, this effect seems to have lessened/disappeared.
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Great find! Nice stats! Never heard of this approach ... interesting!
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Cool algo! I've set the benchmark to be AAPL. Impressive alpha of .412!
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Andrew...have you seen how this algo does currently?
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This seems to have broken down ever since AAPL split 7 for 1. Seems like the pressure exerted by options expiration has changed since that event.
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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


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