abstract:Moving Day was a tradition in New York City dating back to colonial times and lasting until after World War II. On February 1, sometimes known as "Rent Day", landlords would give notice to their tenants what the new rent would be after the end of the quarter,"Facetious Landlords" New York Times (February 13, 1854) the tenants would spend good-weather days in the early spring searching for new houses and the best deals"May Day: A History of Moving Day" New York Times (April 30, 1873) and on the first of MayOxford English Dictionary quoted at "Big Apple: Moving Day (May 1st) all leases in the city expired simultaneously at 9:00 am, causing thousands of people to change their residences, all at the same time.
Let's look at the results from Jan. 1, 1995, to June 30, 2006, of buying a stock that made a 10-day high (above its 200-day moving average) and exiting when it closes below its five-day moving average, versus buying a stock that made a 10-day low (also above its 200-day moving average) and exiting when it closes above its five-day moving average.
The types of strategies people could develop on Quantopian could include technical strategies, a classic example of which would be when a 50-day moving average crosses a 20-day moving average.