Quant Mashup - Build Alpha
Quantocracy is now on Bluesky and Threads. See the links in the header. - Mike
Ensemble Strategies [Build Alpha]
What is an Ensemble Strategy or Method? “In statistics and machine learning, ensemble methods use multiple learning algorithms (trading strategies in our case) to obtain better predictive performance than could be obtained from any of the constituent (individual strategies) learning algorithms.”
- 6 years ago, 7 Nov 2018, 10:47am -
A Strategy For Each Day of the Week. Seriously? [Build Alpha]
A different strategy for each day of the week? Sounds crazy, but is it? I have wrote about “Turnaround Tuesday” before: https://www.seeitmarket.com/turnaround-tuesday-wall-street-cliche-media-fiction-17013/ This simple strategy is actually at new highs since this was published over 10 months
- 6 years ago, 6 Apr 2018, 01:37pm -
Three Trading "Truths" Quantified [Build Alpha]
I want to discuss three trading “truths” that I often heard but when I finally got into testing ideas found them to be myths. These discoveries were instrumental in turning my trading around. For those that know my story, it was not all roses and rainbows – what trading story is?!? I actually
- 6 years ago, 13 Mar 2018, 01:41pm -
Free Friday #20 – Time Windows [Build Alpha]
There has been a recent popularity regarding time windows and it is one I completely agree with! There are certain structural changes that happen throughout the 24 hour session and as a trader it is important to take note of these when designing a system or strategy (or just placing trades). For
- 7 years ago, 8 Sep 2017, 11:08am -
Free Friday #19 – Long/Short Small Caps and June Update [Build Alpha]
This Free Friday, Free Friday #19, is a user submission! It is a long/short strategy for $IWM - the Russell 2000 ETF. Both the long and the short strategy only have two rules each and only hold for 1 day. Below I’ve posted the long strategy on the left and the short strategy on the right. Short
- 7 years ago, 30 Jun 2017, 08:06am -
Free Friday #17 – Would you trade this? [Build Alpha]
As always, happy Friday! In this Free Friday post, I want to pose a poll question. After reading the post and viewing the graphs please respond to the poll below and I will publish the results in another post later next week. The question is… would you trade this strategy? Polls Would you trade
- 7 years ago, 2 Jun 2017, 08:20am -
Luck in Trading and Favorable Distributions [Build Alpha]
The role of luck in (algorithmic) trading is ever present. Trading is undoubtedly a field that experiences vast amounts of randomness compared to mathematical proofs or chess, for example. That being said, a smart trader must be conscious of the possibility of outcomes and not just a single outcome.
- 7 years ago, 11 May 2017, 02:50am -
Visualizing Data with Python [Build Alpha]
In this post I will go over a few different ways to manipulate price data to create visuals to aid in the investing and trading research process. I have attached a ten minute YouTube video that has explanations, etc. However, this post also attempts to briefly walk you through the Python code.
- 7 years ago, 9 Apr 2017, 07:11pm -
Free Friday #14 and #14a [Build Alpha]
Happy Friday. The trader in me could not risk doing Free Friday #13 so I decided to release 2 strategies this week (14 and 14a). The first strategy shorts $GDX, the Gold Miners ETF, and the second strategy goes long $GLD, the Gold ETF. ff14a gdx_ff14 The strategy above is the GDX short strategy. The
- 7 years ago, 30 Mar 2017, 11:37pm -