Quant Trading Rules

Volume Shocks and Overnight Returns

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

Aug 30 • 

Quantitativo

22

13

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 • 

Quantitativo

26

12

The Unintended Consequences of Rebalancing

How a simple rebalancing strategy boosts Sharpe from 1.0 to 1.30

Jul 14 • 

Quantitativo

31

18

June 2025

The Derivative Payoff Bias

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

Jun 28 • 

Quantitativo

27

2

Short-Term Basis Reversal

An anomaly that delivers a 1.45 Sharpe ratio and 19.2% annual returns

Jun 10 • 

Quantitativo

36

23

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 • 

Quantitativo

27

10

Beta hedging

A practical implementation that halves market exposure while preserving alpha

May 11 • 

Quantitativo

37

April 2025

The Bitter Lesson

Applying Deep Learning to Enhance Momentum Trading Strategies in Stocks

Apr 23 • 

Quantitativo

56

17

March 2025

Informational Edge

Turning news sentiment data into a +2 Sharpe market-neutral strategy

Mar 30 • 

Quantitativo

33

9

Learning to Rank

A market-neutral strategy that delivers 18% annual returns with a 13% max drawdown

Mar 1 • 

Quantitativo

67

18

February 2025

Coding Trend Factor

From Paper to Python: Implementing a High-Performing Factor from Academic Research

Feb 7 • 

Quantitativo

51

11

January 2025

Intraday Momentum for ES and NQ

A system that delivered +1.5 Sharpe ratio over the past 15 years

Jan 16 • 

Quantitativo

65

26