Joined 3/22/2022, 6:11:00 PM has 470 karma
The Bitter Lesson: Applying Deep Learning to Enhance Momentum Trading Strategies
LambdaMART LTR algorithm applied to cross-sectional momentum strategies
Coding Trend Factor: Implementing a High-Performing Factor from Research
Can a good execution algo enable a 28% annual return with a 19% max drawdown?
Varadi-Oscillator-based mean-reversion strategy with 21% CAR since 2004
Implement algorithms that minimize slippage
Coding Live Forward Tests
Long and Short Mean Reversion Machine Learning
Machine Learning and the Probability of Bouncing Back
Trading ETFs while fear and greed rise
A portfolio of mean-reversion strategies that delivers 26% CAR since 2010
Momentum-Based Long and Short Equities Portfolio
A mean-reversion strategy with 26% annual returns (multiple instruments)
Larry Connors' Cumulative RSI strategy backtest: 26% annual return in 24 years
Changing a mean reversion strategy to deliver 30% annual returns since 1999
The Edge in Trading IPOs