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Murphy's Law
How a fragile mean-reversion idea became a +1.2 Sharpe strategy
Dec 9, 2025
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Asset Embeddings
Turning portfolio co-holdings into alpha: a +2 Sharpe market-neutral strategy
Oct 12, 2025
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43
14
4
Volume Shocks and Overnight Returns
Can a +1.5 Sharpe strategy survive real-world frictions?
Aug 30, 2025
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29
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3
From Defense to Offense: A Tactical Model for All Seasons
How to get a +1.40 Sharpe ratio from adjusting a simple TAA model
Jul 26, 2025
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29
13
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The Unintended Consequences of Rebalancing
How a simple rebalancing strategy boosts Sharpe from 1.0 to 1.30
Jul 14, 2025
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34
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The Derivative Payoff Bias
A +2 Sharpe idea. Does it still work after going public?
Jun 28, 2025
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34
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Short-Term Basis Reversal
An anomaly that delivers a 1.45 Sharpe ratio and 19.2% annual returns
Jun 10, 2025
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40
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One year of Quantitativo
From sharing strategies to building a community: how ~5,000 readers, ~30 strategies, and one big idea shaped our first year
May 24, 2025
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Quantitativo
31
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