Connor’s Research is perhaps best known for short-term mean reversion strategies, specifically using RSI with short look-back periods to identify times when a security is likely to mean revert. Connors Research were pioneers nearly 20 years ago in showing that shorter-term RSI lookbacks, such as 2-period and 4-period RSIs, are statistically more predictive for identifying… [Read More]
Connors Research Traders Journal (Volume 40): Using the Power of Python to Build and Test a High Performing Relative Momentum Stock Strategy
In this Connors Research Traders Journal, we are going to show you how Python and Quantopian can take your trading and strategy testing abilities to the next level. We’ll share with you a strong performing, relative momentum strategy which trades individual US equities, dynamically choosing the strongest stocks from a 500 stock universe. This simple to… [Read More]