- The Bitter Lesson: Applying Deep Learning to Enhance Momentum Trading Strategies
by carlossouza on 4/23/25, 12:19 PM, with comments
- LambdaMART LTR algorithm applied to cross-sectional momentum strategies
by carlossouza on 3/1/25, 7:14 PM, with comments
- Coding Trend Factor: Implementing a High-Performing Factor from Research
by carlossouza on 2/10/25, 4:04 PM, with comments
- Can a good execution algo enable a 28% annual return with a 19% max drawdown?
by carlossouza on 10/20/24, 10:20 PM, with comments
- Varadi-Oscillator-based mean-reversion strategy with 21% CAR since 2004
by carlossouza on 9/29/24, 4:55 PM, with comments
- Implement algorithms that minimize slippage
by carlossouza on 9/15/24, 4:45 PM, with comments
- Coding Live Forward Tests
by carlossouza on 9/4/24, 11:30 AM, with comments
- Long and Short Mean Reversion Machine Learning
by carlossouza on 8/26/24, 7:30 PM, with comments
- Machine Learning and the Probability of Bouncing Back
by carlossouza on 8/21/24, 2:39 PM, with comments
- Trading ETFs while fear and greed rise
by carlossouza on 8/6/24, 9:04 AM, with comments
- A portfolio of mean-reversion strategies that delivers 26% CAR since 2010
by carlossouza on 7/27/24, 7:39 PM, with comments
- Momentum-Based Long and Short Equities Portfolio
by carlossouza on 7/7/24, 9:10 PM, with comments
- A mean-reversion strategy with 26% annual returns (multiple instruments)
by carlossouza on 6/29/24, 8:17 PM, with comments
- Larry Connors' Cumulative RSI strategy backtest: 26% annual return in 24 years
by carlossouza on 6/24/24, 12:58 AM, with comments
- Changing a mean reversion strategy to deliver 30% annual returns since 1999
by carlossouza on 6/17/24, 1:44 AM, with comments
- The Edge in Trading IPOs
by carlossouza on 6/9/24, 5:05 PM, with comments
- Machine learning and information theory concepts towards an AI Mathematician
by carlossouza on 3/8/24, 10:06 AM, with comments
- How Susceptible Are Large Language Models to Ideological Manipulation?
by carlossouza on 2/24/24, 10:14 AM, with comments