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The Derivative Payoff Bias
A +2 Sharpe idea. Does it still work after going public?
Jun 28
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Quantitativo
19
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The Derivative Payoff Bias
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2
Short-Term Basis Reversal
An anomaly that delivers a 1.45 Sharpe ratio and 19.2% annual returns
Jun 10
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Quantitativo
32
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Short-Term Basis Reversal
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17
May 2025
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
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Quantitativo
22
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One year of Quantitativo
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10
Beta hedging
A practical implementation that halves market exposure while preserving alpha
May 11
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Quantitativo
34
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Beta hedging
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April 2025
The Bitter Lesson
Applying Deep Learning to Enhance Momentum Trading Strategies in Stocks
Apr 23
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Quantitativo
54
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The Bitter Lesson
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17
March 2025
Informational Edge
Turning news sentiment data into a +2 Sharpe market-neutral strategy
Mar 30
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Quantitativo
31
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Informational Edge
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9
Learning to Rank
A market-neutral strategy that delivers 18% annual returns with a 13% max drawdown
Mar 1
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Quantitativo
63
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Learning to Rank
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16
February 2025
Coding Trend Factor
From Paper to Python: Implementing a High-Performing Factor from Academic Research
Feb 7
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Quantitativo
50
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Coding Trend Factor
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11
January 2025
Intraday Momentum for ES and NQ
A system that delivered +1.5 Sharpe ratio over the past 15 years
Jan 16
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Quantitativo
58
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Intraday Momentum for ES and NQ
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26
December 2024
Fast trend following
+20% annual returns with a trend-following system in a shorter timeframe
Dec 11, 2024
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Quantitativo
70
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Fast trend following
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23
November 2024
Statistical Arbitrage
Can we get over 20% of annual returns uncorrelated with market risk?
Nov 10, 2024
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Quantitativo
82
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Statistical Arbitrage
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25
October 2024
Mind the gap
Can a good execution algorithm enable a 28% annual return with a 19% max drawdown?
Oct 19, 2024
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Quantitativo
40
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Mind the gap
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21
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