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Expanding a 1.30 Sharpe strategy from the S&P 500 to the Russell 3000
Feb 24
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Quantitativo
21
6
2
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Portfolio Optimization
Coding Mean-Variance Optimization to +1.7 Sharpe
Jan 20
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Quantitativo
25
4
2
Murphy's Law
How a fragile mean-reversion idea became a +1.2 Sharpe strategy
Dec 9, 2025
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Quantitativo
53
16
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
30
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
15
3
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
35
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
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