{"type":"video","version":"1.0","html":"<iframe src=\"https://www.loom.com/embed/e89d1a0aab7443e4930f955e32a9d986\" frameborder=\"0\" width=\"1728\" height=\"1296\" webkitallowfullscreen mozallowfullscreen allowfullscreen></iframe>","height":1296,"width":1728,"provider_name":"Loom","provider_url":"https://www.loom.com","thumbnail_height":1296,"thumbnail_width":1728,"thumbnail_url":"https://cdn.loom.com/sessions/thumbnails/e89d1a0aab7443e4930f955e32a9d986-c4c4a1cb20640ad7.gif","duration":2206.781,"title":"Building an Investment Strategy with ForecastOS 📈","description":"In this video, I demonstrate how to build a simple QVM investment strategy using ForecastOS and the FeatureHub library. I walk through the process of organizing features by company market cap, creating composite scores for quality, value, and momentum, and calculating active weights for portfolio construction. We aim to outperform the S&P 500 benchmark, and I showcase the backtesting results, which indicate that we slightly outperformed it. I also suggest that for future improvements, we could incorporate a more diverse set of features and explore machine learning models. Please take a look at the results and consider how we can enhance our strategies moving forward."}