| | The Bitter Lesson: Applying Deep Learning to Enhance Momentum Trading Strategies (quantitativo.com) |
| 1 point by carlossouza 8 months ago | past |
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| | LambdaMART LTR algorithm applied to cross-sectional momentum strategies (quantitativo.com) |
| 1 point by carlossouza 10 months ago | past |
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| | Coding Trend Factor: Implementing a High-Performing Factor from Research (quantitativo.com) |
| 2 points by carlossouza 11 months ago | past |
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| | Can a good execution algo enable a 28% annual return with a 19% max drawdown? (quantitativo.com) |
| 1 point by carlossouza on Oct 20, 2024 | past |
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| | Varadi-Oscillator-based mean-reversion strategy with 21% CAR since 2004 (quantitativo.com) |
| 2 points by carlossouza on Sept 29, 2024 | past |
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| | Implement algorithms that minimize slippage (quantitativo.com) |
| 62 points by carlossouza on Sept 15, 2024 | past | 8 comments |
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| | Coding Live Forward Tests (quantitativo.com) |
| 1 point by carlossouza on Sept 4, 2024 | past |
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| | Long and Short Mean Reversion Machine Learning (quantitativo.com) |
| 1 point by carlossouza on Aug 26, 2024 | past |
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| | Machine Learning and the Probability of Bouncing Back (quantitativo.com) |
| 1 point by carlossouza on Aug 21, 2024 | past |
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| | Trading ETFs while fear and greed rise (quantitativo.com) |
| 2 points by carlossouza on Aug 6, 2024 | past |
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| | A portfolio of mean-reversion strategies that delivers 26% CAR since 2010 (quantitativo.com) |
| 3 points by carlossouza on July 27, 2024 | past |
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| | Momentum-Based Long and Short Equities Portfolio (quantitativo.com) |
| 1 point by carlossouza on July 7, 2024 | past |
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| | A mean-reversion strategy with 26% annual returns (multiple instruments) (quantitativo.com) |
| 7 points by carlossouza on June 29, 2024 | past | 1 comment |
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| | Larry Connors' Cumulative RSI strategy backtest: 26% annual return in 24 years (quantitativo.com) |
| 2 points by carlossouza on June 24, 2024 | past |
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| | Changing a mean reversion strategy to deliver 30% annual returns since 1999 (quantitativo.com) |
| 17 points by carlossouza on June 17, 2024 | past | 31 comments |
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