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@quantscience_
Aug 9, 2025 • 9 tweets • 3 min read • Read on X
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A 23-page research paper reveals the number 1 method Hedge Funds use to beat the market:

Time Series Momentum

This is how: 🧵 Image
1. What Is Time Series Momentum?

Time Series Momentum (TSMOM) bets on trends continuing. If a stock’s up, buy more; if down, sell. A 2011 study of 58 assets proved it works! Image
2. The Data Behind the Strategy

The TSMOM paper analyzed equities, currencies & more. T-stats showed consistent profits across 1-month lookbacks! Image
3. Coding TSMOM with Python

Code TSMOM in Python:
- Use yfinance to get data
- Then momentum = price[-1] / price[-20] - 1.

Positive? Buy
Negative? Sell Image
4. Real-World Performance

TSMOM outperforms passive investing.

We're using a modified version of TSMOM in our Hedge Fund.

One backtest shows 3500% return vs 450% S&P500. Image
We are using TSMOM in our hedge fund.

And we'd like to share exactly how it works.

Want to see how we built our hedge fund in Python?

Then join us for our free training:
🚨 FREE Python Algo Trading Workshop: Learn how we built our hedge fund

• QSConnect: Build your quant research database
• QSResearch: Research and run machine learning strategies
• Omega: Automate trade execution with Python

👉 Get the system: learn.quantscience.io/become-a-pro-q…Image
That's a wrap! Over the next 24 days, I'm sharing my top 24 algorithmic trading concepts to help you get started.

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P.S. - Want to learn Algorithmic Trading Strategies that actually work?

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More from @quantscience_

Quant Science Profile picture
Apr 4
Algorithmic trading is the domain of secretive Hedge Funds.

Python unlocked these secrets for everyone (even Goldman Sachs has an open-source tool).

Here are 17 Python libraries that open the hedge fund black box (📚bookmark this for later): Image
1. OpenBB Terminal - Terminal for investment research for everyone. github.com/OpenBB-finance…

2. PyQL - QuantLib's Python port. github.com/enthought/pyql

3. vollib - vollib is a Python library for calculating option prices, implied volatility, and greeks. github.com/vollib/vollib
4. QuantPy - A framework for quantitative finance in Python. github.com/jsmidt/QuantPy

5. Finance-Python - Python tools for Finance. github.com/alpha-miner/Fi…

6. ffn - A financial function library for Python. github.com/pmorissette/ffn
Read 10 tweets
Quant Science Profile picture
Apr 4
Top 10 Algorithmic Trading Strategies (and how they work) 🧵 Image
1. Pairs Trading

Trades two correlated instruments simultaneously. It goes long on one asset and short on the other to profit from deviations from their historical relationship, expecting the correlation to eventually resume.
2. Scalping

Involves making numerous small trades to capture minimal price differences over a short time. For example, tape reading is used to analyze order flow and timing, enabling scalpers to profit from very brief price fluctuations.
Read 15 tweets
Quant Science Profile picture
Apr 3
Python is wild for finance.

You can get FinViz in Python for free (this is how):

(a thread) Image
1. What is finvizfinance?

finvizfinance is a package that collects financial information from FinViz website. It has:

- Stock charts, fundamental & technical information
- Insider information
- Stock news
- Forex charts
- Crypto charts

Here's some examples of what you can do: Image
2. Stock Quotes, Charts & Fundamentals

Getting information (fundament, description, outer rating, stock news, inside trader) of an individual stock. Image
Read 9 tweets
Quant Science Profile picture
Mar 31
🚨BREAKING: Microsoft open-sourced an AI Quant investment platform in Python

This is what you need to know:

(a thread) Image
1. What is Qlib?

Qlib is an open-source, AI-oriented quantitative investment platform that aims to realize the potential, empower research, and create value using AI technologies in quantitative investment, from exploring ideas to implementing production. Image
2. How it works

Qlib provides an automated quant research workflow that builds the dataset, trains models, backtests, and evaluates the results. Image
Read 8 tweets
Quant Science Profile picture
Mar 27
12 Python libraries for free market data everyone should know: Image
yfinance

Data for stocks (historic, intraday, fundamental), FX, crypto, and options. Uses Yahoo Finance so any data available through Yahoo is available through yfinance.

github.com/ranaroussi/yfi…
pandas-datareader

pandas-datareader used to be part of the pandas project. Now an independent project. Includes data for stocks, FX, economic indicators, Fama-French factors, and many others.

pandas-datareader.readthedocs.io/en/latest/
Read 17 tweets
Quant Science Profile picture
Mar 26
A 23-page research paper reveals the number 1 method Hedge Funds use to beat the market:

Time Series Momentum

This is how: 🧵 Image
1. What Is Time Series Momentum?

Time Series Momentum (TSMOM) bets on trends continuing. If a stock’s up, buy more; if down, sell. A 2011 study of 58 assets proved it works! Image
2. The Data Behind the Strategy

The TSMOM paper analyzed equities, currencies & more. T-stats showed consistent profits across 1-month lookbacks! Image
Read 9 tweets

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