In this deep dive, we break down the Trend Factor, a powerful quantitative trading strategy that captures market trends across short, medium, and long-term horizons. Based on academic research by Han, Zhou, and Zhu, this approach has historically delivered strong risk-adjusted returns—even during market crises.

Join us as we explore:

✅ The core concept behind the Trend Factor

✅ How moving averages across multiple timeframes shape this strategy

✅ The step-by-step process for predicting stock returns

✅ Real-world performance and risk-adjusted gains

✅ How to implement the strategy in Python

Whether you're a quant finance pro or just curious about systematic trading, this episode will give you valuable insights into trend-based investing.

Find the full research paper here: https://community.quantopian.com/c/community-forums/coding-trend-factor-quantitativo

For more quant-focused content, join us at ⁠⁠⁠⁠https://community.quantopian.com⁠⁠⁠⁠. There, you can explore a wealth of resources, connect with fellow quants, engage in insightful discussions, and enhance your skills through our extensive range of online courses.

Quant Radio is an AI-generated podcast, intended to help people develop their knowledge and skills in Quant finance. This podcast is not intended to provide investment advice.