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Duc Long Vu

WorldQuant LLC, WorldQuant University

201 St Charles Ave #2500

New Orleaans, LA

United States

SCHOLARLY PAPERS

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Scholarly Papers (1)

1.

Design and Development of Mean Reversion Strategies on QuantConnect Platform

Number of pages: 36 Posted: 02 Jul 2024
Duc Long Vu and Ritabrata Bhattacharyya
WorldQuant LLC, WorldQuant University and WorldQuant University
Downloads 1,308 (45,008)

Abstract:

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Mean-Reversion, MACD, RSI, Bollinger Bands, Stop Loss, Kelly Criterion, Strategy Building, Back-testing, Transaction Fee, Options Leverages, QuantConnect, time constraint, resource constraint