Category Archives: Quantitative trading
Our long/short FAANG strategy operates in the weekly timeframe. The strategy generated a short signal for Facebook stock after the close of last week on Friday, March 16. The strategy is up 13% year-to-date.
In articles in blogs and in financial and social media, quants identify patterns in some securities that appear profitable or unprofitable. In many cases these attempts reflect a fight against infinite possibilities and insufficient samples but also show lack of … Continue reading
Most backtests in financial blogosphere and even academic papers are wrong or ambiguous not only due to data-mining bias and over-fitting but also due to errors. Backtesting correctly requires understanding of data, software and markets. Knowing how to program is … Continue reading
This week was very good for weekly mean-reversion signals in DJIA stocks. Below are some details.