QuantyZen
PROJECT-01 — Momentum vs Mean-Reversion
PythonPandasMatplotlibBacktestingStatistics
Overview & Results
Equity curves — momentum vs mean-reversion with costs.
Drawdown profile of the momentum strategy.
SUMMARY
- Engineered a full pipeline to compare momentum and mean‑reversion signals.
- Applied walk‑forward splits and transaction costs to keep results realistic.
- Swept lookback windows to test sensitivity and robustness.
- Tracked hit‑rate, Sharpe, and max drawdown for diagnostics.
- Published a short PDF and reproducible notebook for transparency.
Research Notebook
Full code is embedded below (nbviewer). Open in new tab: https://nbviewer.org/github/harshb2007/Quant-Portfolio/blob/main/QUANT%20PORTFOLIO/PROJECT-01-Momentum%20vs%20Mean-Reversion/PROJECT-01_-_Momentum_vs_Mean-Reversion.ipynb.