Building Meta-Strategies with Quantpedia API (opens in new tab)

Quantitative investors usually start their research by analyzing individual trading strategies. They compare performance, risk, implementation complexity, market exposure, and the economic intuition behind each anomaly. However, once historical equity curves of individual strategies are available, a different research question becomes possible. Instead of asking only which individual strategy looks attractive, we can ask how to allocate capital across a broad universe of strategies. This is w...