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.

What's Here

Quantitative strategies, options analysis, portfolio optimization, and market researchmore
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.

Strategy Library

Backtested quantitative trading strategiesmore

Generated Friday, Mar 27, 2026

Type:Base:
#
1ATR Trailing StopATR TrailingATR Trailing Stop0.46+328.1%+26.1%+95.0%20
2Ultimate OscillatorUltimate OscillatorUltimate Oscillator0.45+227.3%+26.1%+93.5%58
3Money Flow IndexMoney Flow IndexMoney Flow Index0.43+301.3%+18.2%+79.0%64
4Stochastic ReversionStochasticStochastic Reversion0.42+42.9%+18.1%+69.2%302
5ATR BandsATR BandsATR Bands0.40+24.5%+13.4%+73.2%497

Showing 1 to 5 of 71 strategies

Page 1 of 15

Options Strategies

US equity options backtested across expirations (drawdown by cycle)more
Category:
#
1Cash-Secured PutIncome2.91+49.0%+1.9%+93.4%4
2short_strangleOptions1.95+87.5%+4.3%+94.7%4
3jade_lizardOptions1.71+57.9%+1.4%+89.5%4
4ratio_spreadOptions1.34+1060.4%+83.1%+94.7%4
5collarOptions0.96+58.1%+9.0%+82.9%4
6Bull Put SpreadSpread0.96+472.4%+104.2%+90.8%4
7Iron CondorNeutral0.95+553.7%+73.9%+77.6%4
8Iron ButterflyNeutral0.75+406.4%+65.0%+73.7%4

Portfolio Optimization

30 systematic strategies using 36 S&P 500 stocks

View All Strategies →
Best Return
55.8%
Best Sharpe
2.42
Lowest Vol
0.0%
Avg Sharpe
1.56

Risk-Return Profile

Aggressive
Defensive
Equal Weight
Low Volatility
Mean Reversion
Momentum
Multi-Factor
Quality
Risk Parity
Rotation
Trend
Volume

Top Strategies by Sharpe Ratio

Data as of Friday, Mar 27, 2026

Rank
1High Sharpe Ratio Top 10Quality39.0%14.0%2.42-10.3%
212-Month Momentum Top 10Momentum55.8%20.2%2.29-13.4%
3Low Vol + High MomentumLow Volatility37.7%14.8%2.24-10.9%
4Above SMA200 Top 20Trend37.8%14.8%2.24-11.6%
5Defensive Low BetaDefensive37.7%14.8%2.24-10.9%
Showing 1-5 of 30 strategies
Page 1 of 6

Base Strategy Correlation

Averaged variants correlation

Generated Friday, Mar 27, 2026

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…
Hull MA …
Keltner …
Keltner …
Know Sur…
Linear R…
Mass Index
Momentum…
OBV Trend
Pivot Br…
Price Ab…
Price Os…
QStick
Random W…
RSI Mean…
SMA Cros…
Stochast…
Supertrend
TEMA Cro…
TRIX
Twiggs M…
Volatili…
Vortex I…
Williams…
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 Ab…
Price Os…
QStick
Random W…
RSI Mean…
SMA Cros…
Stochast…
Supertrend
TEMA Cro…
TRIX
Twiggs M…
Volatili…
Vortex I…
Williams…
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 Friday, Mar 27, 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.

Relative Rotation Graph

US equity vs S&P 500 — RS-Ratio vs RS-Momentum (JdK)more
View:
Loading RRG data…

Projects

Featured projectsmore
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.
Active2024Python, 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.
Active2025Python, 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.
Active2025Python, sequential optimization, backtesting
4.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.
Active2025Python, GMM, GSS, regime detection

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

Updated 4 minutes ago (latest item)

1.Reserve Bank of IndiaNotifications - Reserve Bank of Indiarbi.org.in · 4 minutes ago
2.I set a goal to bake a new treat every week. So far, it's actually helped me snack less and eat healthier.I decided to bake one new treat per week, and saw many benefits. I found myself snacking less and more intentionally, and my mental health improved.businessinsider.com · 7 minutes ago
3.atis is set to launch smoothies and shakes as it gears up to open its 17th London site at The Broadway, St Jamesatis, the flavour-first restaurant brand, will launch its first smoothies and shakes range this April, marking its entry into the beverages category andretailtimes.co.uk · 12 minutes ago
4.Here are our top and bottom stocks over the past month. Not much green on the boardThe stock market has spent the past month starved of good news.CNBC · about 1 hour ago
5.US uses hundreds of Tomahawk missiles on Iran, alarming some at Pentagon, WaPo reports - ReutersUS uses hundreds of Tomahawk missiles on Iran, alarming some at Pentagon, WaPo reports  ReutersReuters · about 1 hour 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.Stock Sentiment TrackerUS equity only: live prices and news sentiment (VADER) for major US stocks. See Sentiment page.
3.Risk AnalyticsComprehensive risk assessment frameworks including VaR, CVaR, and stress testing methodologies.
4.Data PipelineHigh-performance data processing infrastructure designed for large-scale quantitative analysis.
5.Portfolio OptimizationModern portfolio theory implementation with multi-objective optimization and constraint handling.