A recording of our first open algorithmic trading meet-up. This month we discuss strategies four of our quants have been developing. The strategies include using foot-traffic data to trade home improvement retail stocks, pairs trading modeling with an Ornstein-Uhlenbeck process, the implementation of Joel Greenblatt's "magic formula", and using option pricing models to find a fair price for a hedge.

QuantConnect is now holding monthly algorithmic trading discussions, where quants globally gather via zoom to discuss projects, ideas, strategies, and research they're working on. Connect with other quants to gain insight from your very own community.

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