Comprehensive comparison and analysis of quantitative trading strategies. Building algorithmic trading systems, frameworks, and tools for systematic trading—from signal generation to execution and risk management.
| Strategy Comparison & Analysis | Comprehensive comparison and analysis of quantitative trading strategies. Evaluate performance metrics, risk-adjusted returns, Sharpe ratios, and drawdowns across multiple strategies to identify optimal approaches for different market conditions. |
| Algorithmic Trading Systems | Design and development of robust algorithmic trading systems. From signal generation and execution algorithms to risk management frameworks—we build end-to-end algo trading solutions that operate across multiple asset classes and timeframes. |
| Framework Building | Construction of reusable quantitative finance frameworks and architectures. Modular, scalable frameworks for backtesting, portfolio optimization, risk management, and strategy development that accelerate research and deployment cycles. |
| Tool Building | Development of specialized tools for quantitative analysis and trading. Custom-built tools for data processing, statistical modeling, performance attribution, and real-time market analysis tailored to specific quantitative workflows. |
| Strategy Backtesting & Validation | Rigorous backtesting and validation frameworks for quantitative strategies. Historical simulation, walk-forward analysis, and out-of-sample testing to ensure strategies are robust before live deployment. |
| Performance Analytics & Reporting | Advanced analytics and reporting systems for strategy performance evaluation. Real-time dashboards, attribution analysis, and comprehensive reporting tools that provide deep insights into strategy behavior and market interactions. |
| # | ||||||||
|---|---|---|---|---|---|---|---|---|
| 1 | ATR Trailing Stop | Strategy | atr-trailing | 0.54 | +332.2% | +28.3% | +90.5% | 21 |
| 2 | Bollinger Bands | Strategy | bollinger | 0.45 | +51.1% | +22.9% | +77.4% | 252 |
| 3 | ATR Bands | Strategy | atr-bands | 0.44 | +25.5% | +14.2% | +74.6% | 488 |
| 4 | Commodity Channel Index | Strategy | cci | 0.38 | +252.2% | +20.6% | +72.6% | 506 |
| 5 | Aroon | Strategy | aroon | 0.19 | +71.7% | +24.4% | +42.7% | 518 |
Showing 1 to 5 of 8 strategies
No options data yet. Run python engine/run_options_analysis.py to generate US Index Options results.
Correlation matrix will appear after running the pipeline (npm run pipeline). The matrix shows average correlation of base strategies across multiple time series metrics (returns, drawdown, rolling Sharpe) computed over all indices.
| 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. | 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. |
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| 5. | These might be the winners from the latest round of Chinese new year AI launchesThe holiday period is crucial for the launch of new procuts and Chinese AI plays are trying to prove they are as good as, or close enough to, global frontier moelds like OpenAI and Google.MarketWatch · about 5 hours ago |
Sources: Finnhub (10)
| 1. | Statistical Modeling | Advanced regression analysis, time series forecasting, and multivariate statistical methods for complex data patterns. |
| 2. | Risk Analytics | Comprehensive risk assessment frameworks including VaR, CVaR, and stress testing methodologies. |
| 3. | Data Pipeline | High-performance data processing infrastructure designed for large-scale quantitative analysis. |
| 4. | Portfolio Optimization | Modern portfolio theory implementation with multi-objective optimization and constraint handling. |