StockSharp.Strategies.0390_RDExpenditures 5.0.0

Prefix Reserved 
dotnet add package StockSharp.Strategies.0390_RDExpenditures --version 5.0.0
                    


                    

                
NuGet\Install-Package StockSharp.Strategies.0390_RDExpenditures -Version 5.0.0
This command is intended to be used within the Package Manager Console in Visual Studio, as it uses the NuGet module's version of Install-Package. 
<PackageReference Include="StockSharp.Strategies.0390_RDExpenditures" Version="5.0.0" />
For projects that support PackageReference, copy this XML node into the project file to reference the package. 
<PackageVersion Include="StockSharp.Strategies.0390_RDExpenditures" Version="5.0.0" />
                    


                            Directory.Packages.props
                        

                    

                
<PackageReference Include="StockSharp.Strategies.0390_RDExpenditures" />
                    


                            Project file
For projects that support Central Package Management (CPM), copy this XML node into the solution Directory.Packages.props file to version the package. 
paket add StockSharp.Strategies.0390_RDExpenditures --version 5.0.0
                    


                    

                
#r "nuget: StockSharp.Strategies.0390_RDExpenditures, 5.0.0"
#r directive can be used in F# Interactive and Polyglot Notebooks. Copy this into the interactive tool or source code of the script to reference the package. 
#:package StockSharp.Strategies.0390_RDExpenditures@5.0.0
#:package directive can be used in C# file-based apps starting in .NET 10 preview 4. Copy this into a .cs file before any lines of code to reference the package. 
#addin nuget:?package=StockSharp.Strategies.0390_RDExpenditures&version=5.0.0
                    


                            Install as a Cake Addin
                        

                    

                
#tool nuget:?package=StockSharp.Strategies.0390_RDExpenditures&version=5.0.0
                    


                            Install as a Cake Tool

R&D Expenditures Strategy (C# Version)

This cross-sectional strategy ranks stocks by their ratio of research-and-development (R&D) expenses to market value. At the start of each month the top quintile of firms with the highest R&D intensity is bought while the bottom quintile is sold short, betting that heavy R&D spending predicts future outperformance.

Weights are assigned equally within each side and rebalanced monthly using daily price data.

Details

  • Universe: list of stocks with R&D data.
  • Signal: R&D expenditures divided by market capitalization.
  • Portfolio: long highest quintile, short lowest quintile.
  • Rebalance: monthly.
  • Risk control: trades skipped when order value below MinTradeUsd.
There are no supported framework assets in this package.

Learn more about Target Frameworks and .NET Standard.

This package has no dependencies.

NuGet packages

This package is not used by any NuGet packages.

GitHub repositories

This package is not used by any popular GitHub repositories.

Version Downloads Last Updated
5.0.0 637 8/7/2025

fixes