1The Bitter Lesson: Applying Deep Learning to Enhance Momentum Trading Strategies (opens in new tab)(quantitativo.com)1carlossouza11mo ago0
2LambdaMART LTR algorithm applied to cross-sectional momentum strategies (opens in new tab)(quantitativo.com)1carlossouza1y ago0
3Coding Trend Factor: Implementing a High-Performing Factor from Research (opens in new tab)(quantitativo.com)2carlossouza1y ago0
4Can a good execution algo enable a 28% annual return with a 19% max drawdown? (opens in new tab)(quantitativo.com)1carlossouza1y ago0
5Varadi-Oscillator-based mean-reversion strategy with 21% CAR since 2004 (opens in new tab)(quantitativo.com)2carlossouza1y ago0
6Implement algorithms that minimize slippage (opens in new tab)(quantitativo.com)62carlossouza1y ago8
8Long and Short Mean Reversion Machine Learning (opens in new tab)(quantitativo.com)1carlossouza1y ago0
9Machine Learning and the Probability of Bouncing Back (opens in new tab)(quantitativo.com)1carlossouza1y ago0
11A portfolio of mean-reversion strategies that delivers 26% CAR since 2010 (opens in new tab)(quantitativo.com)3carlossouza1y ago0
12Momentum-Based Long and Short Equities Portfolio (opens in new tab)(quantitativo.com)1carlossouza1y ago0
13A mean-reversion strategy with 26% annual returns (multiple instruments) (opens in new tab)(quantitativo.com)7carlossouza1y ago1
14Larry Connors' Cumulative RSI strategy backtest: 26% annual return in 24 years (opens in new tab)(quantitativo.com)2carlossouza1y ago0
15Changing a mean reversion strategy to deliver 30% annual returns since 1999 (opens in new tab)(quantitativo.com)17carlossouza1y ago31
