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A quantopian algorithm that uses a simple moving average ribbon to allocate long/short positions based on current price in relation to SPY

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adamwade2384/quantopian-ma-ribbon

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Custom Factor based on Moving Average Ribbon for Portfolio Allocations

Purpose: To determine the validitiy of using data generated by the relationships between multiple simple moving averages to predict future market sentiment on the SPY.

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A quantopian algorithm that uses a simple moving average ribbon to allocate long/short positions based on current price in relation to SPY

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