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.

What We Do

Quantitative strategy development & analysismore
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.

Strategy Library

Backtested quantitative trading strategiesmore

Generated Tuesday, Feb 17, 2026

Type:Base:
#
1ATR Trailing StopATR TrailingATR Trailing Stop0.54+332.1%+28.3%+90.5%21
2Ultimate OscillatorUltimate OscillatorUltimate Oscillator0.53+274.4%+28.3%+93.9%60
3Stochastic ReversionStochasticStochastic Reversion0.47+52.2%+19.9%+71.8%296
4Bollinger BandsBollinger BandsBollinger Bands0.46+51.2%+22.9%+77.4%252
5Std Dev BandsStd Dev BandsStd Dev Bands0.46+26.0%+14.5%+76.3%472

Showing 1 to 5 of 70 strategies

Page 1 of 14

Options Strategies

US equity options backtested across expirations (drawdown by cycle)more
Category:
#
1Long CallDirectional0.57+17800.4%+475.0%+46.1%4
2Long PutDirectional0.23+11285.1%+900.0%+11.8%4
3Cash-Secured PutIncome-0.22-8.7%+9.8%+88.2%4
4Covered CallIncome-0.64-50.0%+51.5%+35.5%4

Base Strategy Correlation

Averaged variants correlation

Correlation of base strategies (averaged across all variants) based on average time series metrics computed over all indices. Green = positive correlation, red = negative correlation.

A/D Line…
Aroon
ATR Trai…
Bollinge…
Chaikin …
Chande M…
Coppock …
Disparit…
Detrende…
Ease of …
EMA Cros…
Force In…
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Keltner …
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Know Sur…
Linear R…
Mass Index
Momentum…
OBV Trend
Pivot Br…
Price Ch…
Projecti…
Raff Cha…
ROC Cros…
Schaff T…
Std Dev …
Stochast…
Swing Br…
Triple M…
True Str…
Ultimate…
Volume P…
VWMA Cro…
WMA Cros…
Z-Score …
A/D Line…
Aroon
ATR Trai…
Bollinge…
Chaikin …
Chande M…
Coppock …
Disparit…
Detrende…
Ease of …
EMA Cros…
Force In…
Hull MA …
Keltner …
Keltner …
Know Sur…
Linear R…
Mass Index
Momentum…
OBV Trend
Pivot Br…
Price Ch…
Projecti…
Raff Cha…
ROC Cros…
Schaff T…
Std Dev …
Stochast…
Swing Br…
Triple M…
True Str…
Ultimate…
Volume P…
VWMA Cro…
WMA Cros…
Z-Score …

Top positive correlation (Average)

Strategy pairs with highest positive correlation only.

Top negative correlation (Average)

Strategy pairs with most negative correlation only.

Generated Tuesday, Feb 17, 2026

Frameworks

Algorithmic trading system architecturesmore
1.Signal Generation FrameworkModular 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 EngineHigh-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 SystemComprehensive 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 ManagementAdvanced 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 & ProcessingScalable 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 InfrastructureRobust 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 OrchestrationFramework 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 & AlertingReal-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.

Projects

Featured projectsmore

Research

Publications & papersmore
1.Adaptive Portfolio Optimization Under Non-Stationary Market ConditionsJournal of Quantitative Finance2024Novel approach to dynamic asset allocation using regime-switching models and reinforcement learning.
2.High-Frequency Data Processing: Computational FrameworksComputational Economics2024Scalable architectures for real-time processing of tick-level financial data.
3.Robust Risk Measures in Fat-Tailed DistributionsRisk Analysis2023Comparative study of tail risk metrics under various distributional assumptions.

Latest News

Global financial & marketsmore
1.Fitch rates MEDGULF ‘BBB’, outlook stableThe Mediterranean and Gulf Cooperative Insurance and Reinsurance Co. (MEDGULF)obtained an insurer financial strength (IFS) rating of “BBB” and a natioargaam.com · 4 minutes ago · 8030.SR
2.What's Next: Top Trendstoptrends.nowandnext.com · 20 minutes ago
3.European Markets Diverge as German Growth Outlook Brightens and UK Labor Market CoolsThe German Chamber of Industry and Commerce (DIHK) has upgraded its growth forecast for the German economy to 1.0% for 2026, a notable increase from thethestockmarketwatch.com · 20 minutes ago
4.Gold prices tumble below $5,000 as China holidays dent supportGold’s fragile hold on $5,000 an ounce gave way to selling on Tuesday.MarketWatch · about 1 hour ago
5.U.S. stock futures flat as investors digest ongoing tech selloffU.S. stock futures were little changed late Monday, following another brutal week for tech stocks.MarketWatch · about 10 hours ago
Page 1 of 3

Sources: MarketAux (3) · Finnhub (10)

Tools

Precision-engineered analyticsmore
1.Statistical ModelingAdvanced regression analysis, time series forecasting, and multivariate statistical methods for complex data patterns.
2.Risk AnalyticsComprehensive risk assessment frameworks including VaR, CVaR, and stress testing methodologies.
3.Data PipelineHigh-performance data processing infrastructure designed for large-scale quantitative analysis.
4.Portfolio OptimizationModern portfolio theory implementation with multi-objective optimization and constraint handling.