Learn Strategy concepts
Study momentum, moving averages, value, quality and other characteristics as hypotheses requiring explicit evaluation.
What you will learn
A strategy label does not specify inputs, timing, holdings or trades. Define the characteristic, check missingness and availability, and then evaluate it. General methods should be distinguished from verified KabuForge features.
Follow the sequence below from definitions to input checks and public lessons. Distinguish numerical illustrations from actual run results.
Price-based concepts
What is momentum? Separate a price trend from a rankingUse fictional prices to distinguish a security’s own trend from a cross-sectional ranking.What is a moving average? Check its window and availabilityCalculate a simple moving average and distinguish warm-up gaps, observation time and execution.Low volatility: measure historical variation without promising safetyUse return dispersion to distinguish a low-volatility characteristic from future safety.
Company characteristics
Value investing: separate valuation measures from future returnsDefine a valuation characteristic with fictional book equity and market capitalization.Quality factors: fix a profitability definition before comparing firmsUse fictional earnings and equity to study profitability as one dimension of quality.Size factors: distinguish market capitalization from a return spreadDistinguish a company’s market capitalization from a portfolio return spread.
Combine and evaluate
Multifactor research: check scale and overlap before combining scoresCombine fictional normalized scores while preserving direction, timing and validation rules.Factor Analysis with J-Quants Data: Inputs and EvaluationFactor analysis turns security characteristics into values and evaluates their relationship with later returns.What Is IC? Reading the Relationship Between Factors and Future ReturnsCompare IC and Rank IC using fictional data, and learn how labels, missing values, sample size and costs affect interpretation.What Is Out-of-Sample Evaluation? Handling Periods You Have Already InspectedSeparate development and evaluation periods, understand how repeated inspection changes their interpretation, and keep a record of rules and data versions.
Explore connected topics
Applies to: main source candidate (unpublished) · Public source docs/en_US/GUI_RESEARCH_COURSES.md
Reviewed · KabuForge