Quant Workflow.py

1. Universe Selection - define the Universe of treadeable components
2. Single Alpha factor modeling - define and evaluate individual expressions
3. Alpha combination - combine many single alphas into a final alpha which has stronger prediction power - often noise of each alpha cancel out each other
4. Risk Model - define and calculate the set of risk factor you want to use to constrain your portfolio
5. portfolio Construction - 
6. Execution


5 Basic 'Accessible' Quant Strategies
	1. Mean Reversion - What goes up, must go down
	2. Momentum - the trend is your friend - mebrane-faver-relative-strength-strategy-wuth-ma-rule
	3. Valuation - Buy low, sell high
	4. Sentiment - Buy the rumor, sell the news
		Intuition: follow the short money. Short sellers are the smart money. Short Squeeze Indicater
	5. Seasonality - Sell in May and go away
			Buy and hold Equities October thru April
			Sell December thru April
			Buy May thru Sept