Research Examples¶
Research examples are broader themes that can become notebooks, recipes, or full LEAN strategy projects. For a complete worked example, start with the Golden Path and the ElectionIndustryBeta workflow.
Use this page as an index. Use Research Recipes when you want a concrete hypothesis and starting checklist.
Implemented example¶
Election & Industry Returns¶
Combine:
- committed Polymarket election probability data
- yfinance sector and industry ETF returns
- reusable election-beta signal logic
- LEAN strategy implementation
- ObjectStore diagnostics
Start here:
Candidate research themes¶
WRDS Equity Returns and EDGAR Fundamentals¶
Combine:
- WRDS/CRSP equity returns
- SEC filing metrics
- fundamental ratios
Possible outputs:
- cross-sectional factor portfolios
- valuation diagnostics
- event studies
Related recipe: Piotroski F-Score Cross-Sectional Strategy
ETF Constituents and Liquidity¶
Combine:
- ETF holdings
- daily volume
- volatility estimates
Possible outputs:
- fund crowding diagnostics
- liquidity stress metrics
- portfolio concentration metrics
Related recipe: ETF Constituent Crowding
Polymarket and Financial Markets¶
Combine:
- prediction market probabilities
- ETF returns
- crypto market data
Possible outputs:
- event sensitivity studies
- correlation analysis
- regime detection
Related recipes:
QuantConnect Backtest Diagnostics¶
Combine:
- LEAN backtest outputs
- ObjectStore logs
- notebook diagnostics
- risk analytics
Possible outputs:
- rolling Sharpe analysis
- drawdown studies
- exposure decomposition
- trade attribution
Related recipes: