Case study cleanup and factors added to drafts

yehaixuan4428 · Jun 14, 2016 · ece6aae · ece6aae
1 parent 095d8cf
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Showing 4 changed files with 3,139 additions and 5 deletions.
diff --git a/case_studies/traditional_value/traditional_value_algorithm.py b/case_studies/traditional_value/traditional_value_algorithm.py
@@ -1,4 +1,3 @@
-# Backtest ID: 5755e5bf0df6070f801ab8a2
 """
 Long/Short Cross-Sectional Momentum
 
@@ -336,6 +335,6 @@ def filter_universe():
     high_volume_tradable = (AverageDollarVolume(window_length=21,
                                                 mask=tradable_filter).percentile_between(70, 100))
 
-    mask = high_volume_tradable
+    screen = high_volume_tradable
 
-    return mask
+    return screen
diff --git a/case_studies/traditional_value/traditional_value_notebook.ipynb b/case_studies/traditional_value/traditional_value_notebook.ipynb
@@ -8,7 +8,7 @@
     "\n",
     "By Gil Wassermann\n",
     "\n",
-    "Stategy taken from \"130/30: The New Long-Only\" by Andrew Lo and Pankaj Patel\n",
+    "Strategy taken from \"130/30: The New Long-Only\" by Andrew Lo and Pankaj Patel\n",
     "\n",
     "Part of the Quantopian Lecture Series:\n",
     "* www.quantopian.com/lectures\n",
@@ -488,7 +488,8 @@
    "cell_type": "code",
    "execution_count": 7,
    "metadata": {
-    "collapsed": false
+    "collapsed": false,
+    "scrolled": true
    },
    "outputs": [
     {
@@ -880,6 +881,15 @@
     "\n",
     "*In addition, the content of the website neither constitutes investment advice nor offers any opinion with respect to the suitability of any security or any specific investment. Quantopian makes no guarantees as to 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.*"
    ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "metadata": {
+    "collapsed": true
+   },
+   "outputs": [],
+   "source": []
   }
  ],
  "metadata": {

diff --git a/lectures/drafts/Price Momentum Factor Notebook.ipynb b/lectures/drafts/Price Momentum Factor Notebook.ipynb
diff --git a/lectures/drafts/Relative Value Factor Notebook.ipynb b/lectures/drafts/Relative Value Factor Notebook.ipynb