Open Quant Research: Futures + Equities (Open Data)

A fully reproducible research pipeline that builds open-data futures & equity datasets, runs:

• Futures TSMOM (time-series momentum) + vol targeting
• Equity cross-sectional momentum (12-1) + vol targeting
• 50/50 multi-asset combo and generates an automated markdown report + figures.

Data Sources

• Equities: Stooq (daily OHLCV)
• Futures (continuous): Yahoo Finance via yfinance (daily OHLCV)

Quickstart

1) Create environment

conda env create -f environment.yml
conda activate oq-stooq

make all


echo OK