QuantConnect implementation of a classic market timing technique using the crossover of two moving averages
Universe
Manual input of tickers
Alpha
Go Long when the Short Period Moving Average crosses above the Long Period Moving Average, and go Short when it crosses below
Portfolio
Equally Weighted portfolio (investing the same amounts in each security)
Execution
Immediate Execution with Market Orders (using our custom Module – Immediate Execution Model With Logs)
Risk
Null Risk Management Model
Research Notebook
This project also includes a research file with explanation of the Alpha logic