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 move into cash when it crosses below

Portfolio

Equally Weighted portfolio (investing the same amounts in each security)

Execution

Immediate Execution with Market Orders

Risk

Null Risk Management Model

Research Notebook

This project also includes a research file with explanation of the Alpha logic