Write 5 modifications and run past six months backtestings for the Sample Mean Reversion example changing:
RETURNS_LOOKBACK_DAYS to any value between 5 and 30 ,
MAX_POSITION_CONCENTRATION to any value between 0.001 to 0.05,
the scheduling of rebalance to other hours, other days of the week or every day,
the high and low returns filters from 10% to any value between 1% and 25% with the values no necessarily equal.
At least one modification should remove the QTradableStocksUS() filter.
Write a five pages Overleaf report with the description of the modified parameters and the images of the backtests of past six months and you should check in Yahoo finance if the first stock (or the first found in in Yahoo finance) that was bought the first week that went down the following week and if the first stock that was sold the first week went up the following week. Upload the link to the your Overleaf report in UN Moodle.