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Portfolio Optimization
Coding Mean-Variance Optimization to +1.7 Sharpe
Jan 20
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Quantitativo
23
4
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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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Quantitativo
49
11
6
Asset Embeddings
Turning portfolio co-holdings into alpha: a +2 Sharpe market-neutral strategy
Oct 12, 2025
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Quantitativo
44
14
4
Volume Shocks and Overnight Returns
Can a +1.5 Sharpe strategy survive real-world frictions?
Aug 30, 2025
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Quantitativo
29
15
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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Quantitativo
31
14
2
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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Quantitativo
34
20
4
The Derivative Payoff Bias
A +2 Sharpe idea. Does it still work after going public?
Jun 28, 2025
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Quantitativo
34
5
3
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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Quantitativo
41
24
6
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