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Mind the gap
Can a good execution algorithm enable a 28% annual return with a 19% max drawdown?
Oct 19
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Quantitativo
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Mind the gap
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September 2024
A different indicator
Using an unusual indicator to inform a strategy that delivers 21% annual returns since 2004
Sep 26
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Quantitativo
34
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A different indicator
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The devil is in the details
Implement algorithms that minimize slippage in live forward tests and live trading
Sep 14
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Quantitativo
38
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The devil is in the details
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Coding live forward tests
How to implement a strategy in a live trading environment using Interactive Brokers
Sep 1
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Quantitativo
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Coding live forward tests
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August 2024
Long & Short Mean Reversion Machine Learning
Is it really possible to get over 40% annual returns over the past 10 years trading an ML-based mean reversion model?
Aug 26
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Quantitativo
38
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Long & Short Mean Reversion Machine Learning
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Machine Learning and the Probability of Bouncing Back
Is it possible to get over 40% annual returns over the past 10 years trading an ML-based mean reversion model?
Aug 18
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Quantitativo
37
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Machine Learning and the Probability of Bouncing Back
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A Mean Reversion Strategy from First Principles Thinking
Using a problem-solving technique to deliver 24% annual return trading S&P 500 constituents
Aug 11
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Quantitativo
36
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A Mean Reversion Strategy from First Principles Thinking
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16
Trading ETFs while fear and greed rise
A system to scaling into positions that deliver 21% annual returns since 1999
Aug 4
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Quantitativo
25
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Trading ETFs while fear and greed rise
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July 2024
Trading the mean reversion curve
A portfolio of mean-reversion strategies that delivers 26% annual returns since 2010
Jul 27
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Quantitativo
30
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Trading the mean reversion curve
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Playing with the universe
A 30% annual return mean reversion strategy focused only on Nasdaq-100 constituents
Jul 21
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Quantitativo
18
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Playing with the universe
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16
A portfolio of strategies
Better risk-adjusted returns by optimizing a combination of mean reversion and momentum
Jul 13
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Quantitativo
47
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A portfolio of strategies
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Momentum-based Long & Short Equities Portfolio
How an old idea can deliver 27.9% annual returns in 24 years
Jul 6
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Quantitativo
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Momentum-based Long & Short Equities Portfolio
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