Intraday momentum strategy that buys (sells) leveraged ETFs late in the trading session following a significant intraday gain (loss) and holds until the close. From Ernie Chan's book Algorithmic Trading. Runs in Moonshot.
CLI:
quantrocket codeload clone 'trend-day'Python:
from quantrocket.codeload import clone
clone("trend-day")Start here: trend_day/Introduction.ipynb
Find more code in QuantRocket's Codeload Library