Value/Momentum/Trend strategy modeled on Alpha Architect's VMOT ETF. This repository provides the trend strategy and walks through backtesting the value, momentum, and trend strategies in tandem. For the value and momentum strategies, see the qval and qmom repositories.
CLI:
quantrocket codeload clone 'vmot'Python:
from quantrocket.codeload import clone
clone("vmot")Start here: vmot/Introduction.ipynb
Find more code in QuantRocket's Codeload Library