Questions tagged [strategy]
The strategy tag has no usage guidance.
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Strategy of Renaissance Technologies Medallion fund: Holy Grail or next Madoff?
Renaissance Technologies Medallion fund is one of the most successful hedge funds - ever! Yet it is very secretive.
Do you have information on the strategy used that is not yet mentioned in the ...
- 27.3k
22
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4
answers
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Is there any good research on support and resistance?
Could somebody advise me on where to find good literature on the justification or motivation for using support and resistance lines - and also lines of maximums and minimums. In finance, it is ...
- 2,613
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9
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How 'High' is the frequency in HFT?
How many trades per second are we talking about?
What kind of strategies are used in this time frame?
Can the small guy play the game?
- 1,069
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5
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Writing an Options Strategy Backtester
I've been doing some digging, and this question has been asked many times in various forms over the years -
Backtesting Options Strategies in R
Are there any good tools for backtesting options ...
user20664
4
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5
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Appropriate method for calculating negative returns on a trading strategy?
I have a cumulative profit/loss time series below for a trading strategy, what is the appropriate way to calculate the returns in percentage for such a series?
My issue is the appropriate ...
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What are the popular methodologies to minimize data snooping?
Are there common procedures prior or posterior backtesting to ensure that a quantitative trading strategy has real predictive power and is not just one of the thing that has worked in the past by pure ...
- 2,283
22
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8
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Why is there no "meta-model"?
If I design a trading model, I might want to know the model's half life. Unfortunately, it doesn't seem possible to predict alpha longevity without a meta-model of the market. Intuitively, such a meta-...
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3
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Categories of systematic trading strategies?
What are the main categories of systematic trading strategies (e.g. momentum, mean reversion), as might be considered by an index or fund-of-fund analyst?
Are there any common sub-strategies?
- 1,069
6
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1
answer
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What research is available on the performance of convertible bond arbitrage models?
The basic principles of convertible bond arbitrage have been clear at least since Thorp and Kassouf (1967). For those who are not familiar, the arbitrage entails purchasing a convertible bond and ...
- 13.4k
3
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1
answer
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Pre-trade evaluation and risk assessment of option trading strategies (in market practice)
When a trader gets conclusion of the volatility is being underestimated (via volatility cone or some other technology), actually there are multiple ways for his trading. (Let's assume the underlying ...
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1
answer
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What's the rationale behind having several orders on each each side for market makers
I've been browsing market making codebases and I've noticed most of them tend to create multiple orders on each side.
Originally I thought having orders on each side is an advanced approach but here'...
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Calculate Returns of Momentum Strategy (Overlapping Portfolios - Jegadeesh and Titman 1993)
I want to implement a Momentum Strategy, followed by Jegadeesh and Titman (1993) with overlapping Portfolios. I want to duplicate their results.
Quick Link to the paper (Unfortunately the Method is ...
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