Backtested quantitative trading strategies across global equity indices, options analysis on US index ETFs, portfolio optimization, sentiment tracking, and market regime detection — all with live data updated daily.
| Strategy Library | 70+ technical indicator-based strategies backtested across 21 global equity indices with 5 years of daily data. Each strategy has a dedicated page with equity curves, performance metrics, parameter optimization, and Python implementation code. |
| Options Strategies | 18 options strategies — from cash-secured puts and covered calls to iron condors, jade lizards, and synthetic longs — backtested on SPY, QQQ, IWM, and DIA using live IV surfaces and Black-Scholes pricing. Each strategy shows per-symbol performance, equity curves, and implementation code. |
| Portfolio Optimization | 30 systematic portfolio strategies built on S&P 500 stocks using factor signals (momentum, volatility, quality, trend). Skfolio-powered optimization comparing Max Sharpe, Min Variance, Risk Parity, HRP, and more across US equity and global indices. |
| Parameter Optimization | Grid search over each strategy's key parameters, optimizing for Sharpe ratio, Sortino, Calmar, win rate, and profit factor. Results visualized as line charts (1-parameter) or scatter heatmaps (2-parameter) showing the full performance surface. |
| Market Analysis | Relative Rotation Graphs for US equity and sector ETFs vs S&P 500, correlation matrix across all strategies, stock sentiment tracker using VADER on financial news headlines, and market regime detection using GMM and hidden Markov models. |
| Project Research | Adaptive portfolio strategies (OLPS algorithms), K-means clustering portfolio construction, OLPS comparison, and market regime detection — each with interactive visualizations, methodology documentation, and source code. |
Data as of 2026-04-02
Deep Q-Network trained on Binance BTCUSDT orderbook snapshots for minimum-cost execution.
Generated Thursday, Apr 2, 2026
| # | ||||||||
|---|---|---|---|---|---|---|---|---|
| 1 | ATR Trailing Stop | ATR Trailing | ATR Trailing Stop | 0.46 | +351.4% | +26.1% | +95.0% | 20 |
| 2 | Ultimate Oscillator | Ultimate Oscillator | Ultimate Oscillator | 0.45 | +241.5% | +26.1% | +94.0% | 58 |
| 3 | Money Flow Index | Money Flow Index | Money Flow Index | 0.43 | +325.3% | +18.2% | +79.0% | 64 |
| 4 | Stochastic Reversion | Stochastic | Stochastic Reversion | 0.43 | +44.5% | +18.1% | +69.6% | 302 |
| 5 | ATR Bands | ATR Bands | ATR Bands | 0.40 | +24.6% | +13.4% | +73.6% | 498 |
Showing 1 to 5 of 71 strategies
| # | |||||||
|---|---|---|---|---|---|---|---|
| 1 | Cash-Secured Put | Income | 4.83 | +39.8% | +1.1% | +96.1% | 4 |
| 2 | Short Puts | Income | 4.83 | +39.8% | +1.1% | +96.1% | 4 |
| 3 | Cash-Secured Put | Income | 4.83 | +39.8% | +1.1% | +96.1% | 4 |
| 4 | Short Strangle | Neutral | 1.95 | +74.1% | +3.3% | +94.7% | 4 |
| 5 | Short Strangles | Neutral | 1.95 | +74.1% | +3.3% | +94.7% | 4 |
| 6 | Jade Lizard | Neutral | 1.81 | +51.4% | +1.9% | +90.8% | 4 |
| 7 | Short Straddle | Neutral | 1.38 | +875.0% | +46.4% | +92.1% | 4 |
| 8 | 1x2 Call Ratio Spread | Directional | 1.37 | +1069.5% | +52.9% | +93.4% | 4 |
30 systematic strategies using 36 S&P 500 stocks
Data as of Thursday, Apr 2, 2026
| Rank | ||||||
|---|---|---|---|---|---|---|
| 1 | High Conviction Top 3 | Aggressive | 47.5% | 15.2% | 2.63 | -9.2% |
| 2 | 12-Month Momentum Top 10 | Momentum | 59.5% | 20.3% | 2.40 | -12.1% |
| 3 | Low Vol + High Momentum | Low Volatility | 38.5% | 14.8% | 2.28 | -9.9% |
| 4 | High Sharpe Ratio Top 10 | Quality | 43.0% | 16.3% | 2.28 | -10.5% |
| 5 | Defensive Low Beta | Defensive | 38.5% | 14.8% | 2.28 | -9.9% |
| 1. | Signal Generation Framework | Modular framework for generating trading signals from multiple data sources. Supports technical indicators, fundamental analysis, machine learning models, and custom signal generators. Includes signal validation, filtering, and combination logic to create robust entry and exit signals. |
| 2. | Execution Engine | High-performance order execution framework with support for multiple broker APIs and exchange connections. Features include order routing, slippage management, fill simulation, and real-time position tracking. Designed for both backtesting and live trading environments. |
| 3. | Risk Management System | Comprehensive risk management framework with position sizing, portfolio-level risk limits, drawdown controls, and real-time risk monitoring. Implements VaR calculations, position concentration limits, and dynamic risk adjustment based on market conditions and strategy performance. |
| 4. | Portfolio Management | Advanced portfolio construction and optimization framework. Supports multiple optimization objectives including Sharpe ratio maximization, risk parity, minimum variance, and custom utility functions. Includes rebalancing logic, transaction cost modeling, and constraint handling. |
| 5. | Data Pipeline & Processing | Scalable data ingestion and processing framework for market data, fundamental data, and alternative data sources. Features real-time data streaming, historical data management, data quality checks, and normalization. Supports multiple data formats and timeframes. |
| 6. | Backtesting Infrastructure | Robust backtesting framework with realistic market simulation, including bid-ask spreads, market impact, and partial fills. Supports walk-forward analysis, Monte Carlo simulation, and out-of-sample testing. Provides detailed performance metrics and attribution analysis. |
| 7. | Strategy Orchestration | Framework for managing multiple strategies simultaneously with resource allocation, priority queuing, and conflict resolution. Includes strategy lifecycle management, performance monitoring, and automated strategy deployment and retirement mechanisms. |
| 8. | Monitoring & Alerting | Real-time monitoring framework for system health, strategy performance, and market conditions. Features customizable alerts, performance dashboards, and automated reporting. Includes anomaly detection and automated response mechanisms for critical events. |
| 1. | Diversified Stock Portfolio Using Clustering Analysis S&P 500 portfolio construction using K-means clustering on risk/return features (correlation, beta, returns, volatility, Sharpe ratio). Backtested vs index. | Active | 2024 | Python, K-means, backtesting |
| 2. | Relative Rotation Graph (RRG) — US Equity Dynamic RRG for US stocks vs S&P 500. JdK RS-Ratio and RS-Momentum with animation. | Active | 2025 | Python, yfinance, Recharts |
| 3. | Adaptive Portfolio Strategies: Sequential Allocation Methods Comprehensive analysis of 14 sequential portfolio allocation strategies on diversified ETF portfolio. Includes momentum-based, reversion-based, and pattern-learning approaches with transaction cost analysis. | Active | 2025 | Python, sequential optimization, backtesting |
| 4. | Deep Q-Learning execution agent for slicing large orders under microstructure-style market impact. Compared against TWAP, passive, aggressive, and random baselines. | Active | 2026 | Python, Gymnasium, Stable-Baselines3, execution simulation |
| 5. | Market Regime Detection Using Gaussian Models Comprehensive market regime identification across 21 global indices using Gaussian Mixture Models (GMM) and Greedy Gaussian Segmentation (GSS). Detects bull, bear, and transition regimes for adaptive portfolio management. | Active | 2025 | Python, GMM, GSS, regime detection |
| 6. | Stock Sentiment Tracker US equity sentiment tracker using VADER lexical analysis on financial news headlines. Tracks prices, sentiment scores, and correlations for S&P 500 stocks. Updated daily. | Active | 2025 | Python, VADER, NLP, financial news APIs |
| 1. | Adaptive Portfolio Optimization Under Non-Stationary Market Conditions | Journal of Quantitative Finance | 2024 | Novel approach to dynamic asset allocation using regime-switching models and reinforcement learning. |
| 2. | High-Frequency Data Processing: Computational Frameworks | Computational Economics | 2024 | Scalable architectures for real-time processing of tick-level financial data. |
| 3. | Robust Risk Measures in Fat-Tailed Distributions | Risk Analysis | 2023 | Comparative study of tail risk metrics under various distributional assumptions. |
Updated 3 minutes ago (latest item)
| 1. | Variance Raises $21.5M Series ASAN FRANCISCO, CA, Variance, building AI investigative agents for risk and compliance, announced a $21.5 million Series A funding round to expand its agentic AI platform for financial institutions and Fortune 500 companies.vcnewsdaily.com · 3 minutes ago |
| 2. | Bitcoin, Ethereum, XRP, Dogecoin Hold Key Levels On Improved Sentiment and Regulatory Clarity - GrayscaleBitcoin is holding near the $68,000 level as geopolitical tensions ease and regulatory clarity improves, helping stabilize the broader crypto market.benzinga.com · 6 minutes ago |
| 3. | Whirl AI Inks $8.9M in Seed FundingSAN FRANCISCO, CA, Whirl AI announced its emergence from stealth and $8.9M in seed funding led by ICONIQ.vcnewsdaily.com · 8 minutes ago |
| 4. | Eli Lilly secures long-awaited FDA approval for its obesity pill. Here's what to knowEvery weekday, the Investing Club releases the Homestretch; an actionable afternoon update just in time for the last hour of trading.CNBC · about 1 hour ago |
| 5. | Walmart-owned Sam's Club raises its annual membership fee to $60Sam's Club is hiking membership fees as its annual sales and membership grow and as high gas prices call attention to one of its key perks.CNBC · about 1 hour ago |
Sources: MarketAux (3) · Finnhub (10)
| 1. | Statistical Modeling | Advanced regression analysis, time series forecasting, and multivariate statistical methods for complex data patterns. |
| 2. | Strategy Comparator | Compare up to 4 strategies side-by-side using Sharpe, return, drawdown, win rate, and trade count. |
| 3. | Stock Sentiment Tracker | US equity only: live prices and news sentiment (VADER) for major US stocks. See Sentiment page. |
| 4. | Risk Analytics | Comprehensive risk assessment frameworks including VaR, CVaR, and stress testing methodologies. |
| 5. | Data Pipeline | High-performance data processing infrastructure designed for large-scale quantitative analysis. |
| 6. | HFT Latency Budget Calculator | Plan per-stage p99.9 tick-to-trade budgets and detect bottlenecks before live deployment. |
| 7. | Portfolio Optimization | Modern portfolio theory implementation with multi-objective optimization and constraint handling. |