Quant Trading Rules

Triangulated Statistical Arbitrage

A 2.4 Sharpe signal built on asset networks

Aug 15 • Quantitativo

17

Quantitativo weekly #4

Sector-neutral selection · Crowded anomalies · Style investing · Market-state rotation · Factors vs. sectors

Aug 3 • Quantitativo

12

2

July 2026

Network Momentum

Can a hidden network in futures prices deliver a +2 Sharpe?

Jul 25 • Quantitativo

24

2

Quantitativo weekly #3

Anomaly timing · Macro regimes · Fund skill gap · Sector rotation filters · Lottery stocks · Filtered trend forecasts

Jul 19 • Quantitativo

9

3

1

Quantitativo weekly #2

Momentum tilt · Tick size · Peer effects · Commodity Extrapolation · Dealer gamma · Earnings calls · Network momentum

Jul 12 • Quantitativo

16

1

1

Quantitativo weekly #1

Skewness · Coskewness · Transformer pairs trading · 52-week anchors · Crypto factors

Jul 5 • Quantitativo

23

3

2

Slope, strength, and retail extrapolation

A 1.12 Sharpe signal in the shape of the price path

Jul 1 • Quantitativo

17

May 2026

Modern Statistical Arbitrage

From a single factor to a 1.3 Sharpe portfolio of signals

May 31 • Quantitativo

29

3

2

Two years of Quantitativo

Our community hits +10,000 readers

May 7 • Quantitativo

33

2

2

April 2026

Uncertainty

A probabilistic approach to momentum to deliver +1.7 Sharpe ratio

Apr 5 • Quantitativo

58

28

8

February 2026

More Bets, Better Bets

Expanding a 1.30 Sharpe strategy from the S&P 500 to the Russell 3000

Feb 24 • Quantitativo

29

7

2

January 2026

Portfolio Optimization

Coding Mean-Variance Optimization to +1.7 Sharpe

Jan 20 • Quantitativo

31

4

4