Community Alpha of QuantConnect — Part 4: Composite Social Trading Multi-Factor Strategy
This blog post is the continuation (and finale) of series about Quantconnect’s AlphaMarket strategies. This part is related to the multi-factor strategies notoriously known from the majority of asset classes. We continue in the examination of factor strategies built on top of social trading strategies, but the investment universe is reduced based on the insights of the last part. So, without further ado, we continue where we have left last time.