Quant Trading Rules

Slope, strength, and retail extrapolation

A 1.12 Sharpe signal in the shape of the price path

Jul 1 • Quantitativo

9

May 2026

Modern Statistical Arbitrage

From a single factor to a 1.3 Sharpe portfolio of signals

May 31 • Quantitativo

25

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

56

28

7

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

December 2025

Murphy's Law

How a fragile mean-reversion idea became a +1.2 Sharpe strategy

Dec 9, 2025 • Quantitativo

60

17

7

October 2025

Asset Embeddings

Turning portfolio co-holdings into alpha: a +2 Sharpe market-neutral strategy

Oct 12, 2025 • Quantitativo

46

15

4

August 2025

Volume Shocks and Overnight Returns

Can a +1.5 Sharpe strategy survive real-world frictions?

Aug 30, 2025 • Quantitativo

30

15

3

July 2025

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 • Quantitativo

31

16

3

The Unintended Consequences of Rebalancing

How a simple rebalancing strategy boosts Sharpe from 1.0 to 1.30

Jul 14, 2025 • Quantitativo

35

20

4

June 2025

The Derivative Payoff Bias

A +2 Sharpe idea. Does it still work after going public?

Jun 28, 2025 • Quantitativo

36

5

3