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Quantocracy’s Daily Wrap for 09/03/2020

This is a summary of links featured on Quantocracy on Thursday, 09/03/2020. To see our most recent links, visit the Quant Mashup. Read on readers!

  • Should you buy or sell stocks that gap down? [Quant Rocket]

    What happens when strong stocks gap down at the open? A well-known trading strategy is to buy the gap, expecting mean reversion. This post uses Zipline to explore down gaps and finds a profitable strategy based on selling, not buying, the gap. Buy the gap? Buying stocks that gap down is a common trading strategy. The reasoning behind the strategy is that bad news causes traders to enter sell

Filed Under: Daily Wraps

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