The Wall Street Journal published an example quantitative strategy walk-though today, and we're posting the same strategy here so you can play around with it. A version of this was originally developed by our lecturer Max for use in the lecture series.
This example strategy is meant to convey all the different components of a professional quantitative trading algorithm, from universe selection to alpha definition to portfolio optimization. Lectures on various parts of the process can be found here:
Because this is a simplified strategy for use as a walkthrough, you shouldn't take the performance here as representative. Instead think about it as a template for learning more and filling it out with your own ideas.