Quant Trading Rules

Portfolio Optimization

Coding Mean-Variance Optimization to +1.7 Sharpe

Jan 20 • Quantitativo

23

4

1

December 2025

Murphy's Law

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

Dec 9, 2025 • Quantitativo

49

11

6

October 2025

Asset Embeddings

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

Oct 12, 2025 • Quantitativo

44

14

4

August 2025

Volume Shocks and Overnight Returns

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

Aug 30, 2025 • Quantitativo

29

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

14

2

The Unintended Consequences of Rebalancing

How a simple rebalancing strategy boosts Sharpe from 1.0 to 1.30

Jul 14, 2025 • Quantitativo

34

20

4

June 2025

The Derivative Payoff Bias

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

Jun 28, 2025 • Quantitativo

34

5

3

Short-Term Basis Reversal

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

Jun 10, 2025 • Quantitativo

41

24

6

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, 2025 • Quantitativo

31

11

2

Beta hedging

A practical implementation that halves market exposure while preserving alpha

May 11, 2025 • Quantitativo

38

5

April 2025

The Bitter Lesson

Applying Deep Learning to Enhance Momentum Trading Strategies in Stocks

Apr 23, 2025 • Quantitativo

58

17

4

March 2025

Informational Edge

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

Mar 30, 2025 • Quantitativo

35

9

1