Merge pull request quantopian#93 from quantopian/update-tsmom-disclaimer

Added disclaimer to TS MOM study from Anthony
yestechgroup · Nov 28, 2016 · 012e726 · 012e726
2 parents 439d214 + 5379c9f
commit 012e726
Showing 1 changed file with 8 additions and 1 deletion.
diff --git a/advanced_sample_analyses/TSMOM/TS MOM.ipynb b/advanced_sample_analyses/TSMOM/TS MOM.ipynb
@@ -5398,6 +5398,13 @@
     "\n",
     "When one take a look at the factor analyis, TSMOM with volatility scaling is negatively correlated to the MSCI World Index and uncorrelated to the rest of the factors. The alpha is 1.2% per month. However, one must take this with a grain of salt as the adjusted R-squared is only 0.02."
    ]
+  },
+  {
+   "cell_type": "markdown",
+   "metadata": {},
+   "source": [
+    "*This presentation is for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation for any security; nor does it constitute an offer to provide investment advisory or other services by Quantopian, Inc. (\"Quantopian\"). Nothing contained herein constitutes investment advice or offers any opinion with respect to the suitability of any security, and any views expressed herein should not be taken as advice to buy, sell, or hold any security or as an endorsement of any security or company.  In preparing the information contained herein, Quantopian, Inc. has not taken into account the investment needs, objectives, and financial circumstances of any particular investor. Any views expressed and data illustrated herein were prepared based upon information, believed to be reliable, available to Quantopian, Inc. at the time of publication. Quantopian makes no guarantees as to their accuracy or completeness. All information is subject to change and may quickly become unreliable for various reasons, including changes in market conditions or economic circumstances.*"
+   ]
   }
  ],
  "metadata": {
@@ -5421,4 +5428,4 @@
  },
  "nbformat": 4,
  "nbformat_minor": 0
-}
+}