Quant Mashup - TradeQuantiXEmail summaries are back. Get the Quant Mashup delivered to your inbox every 1-3 days. Never more than one email per day. No spam and no sharing your address. Look for the email link in the header and sidebar. - Mike Momentum Mini-Portfolio Development - Part 4: ETF Diversifier [TradeQuantiX]At the end of Part 3 I said I wasn’t exactly sure where this series would go next... But after some brainstorming, the answer was pretty clear. We already built a TSX momentum system, a US momentum system and an ASX momentum system. Three different markets and three different ways of trading(...) Momentum Mini-Portfolio Development - Part 3: ASX Momentum [TradeQuantiX]As many of you know, I trade the US, ASX (Australian), and TSX (Canadian) markets systematically. And hopefully in the near future I’ll be adding even more markets. It puzzles people why I trade markets other than the US. The US has to be the best, right? It’s the biggest and has the most(...) Momentum Mini-Portfolio Development - Part 2: USA Pullback Momentum [TradeQuantiX]Recently we kicked off the momentum mini-portfolio series. The first article was a TSX market dual-factor momentum system with a hybrid trend following type exit. The system turned out to be pretty robust after being run through a vast set of robustness tests. We also took a deep dive into minimum(...) Building the Market Effect Mini-Portfolio [TradeQuantiX]Up until now we have explored four small market effects, and developed five systems from those explorations. Each of the effects were researched to characterize what makes them a better or worse trade, and what features are stable over time. None of these systems we developed as part of this series(...) Market Effect Research: Turnaround Tuesday Effect [TradeQuantiX]This is the fourth article in the small market effect research series. The first looked at the holiday effect on SPY. The second looked at the turn of the month effect, also on SPY. The third looked at the holiday effect on gas and energy assets All three sets of research resulted in tradable(...) Market Effect Research: Holiday Seasonality - Part 2 [TradeQuantiX]Welcome to the “Systematic Trading with TradeQuantiX” newsletter, your go-to resource for all things systematic trading. This publication will equip you with a complete toolkit to support your systematic trading journey, sent straight to your inbox. Remember, it’s more than just another(...) Market Effect Research: Turn of the Month Effect [TradeQuantiX]Welcome to the “Systematic Trading with TradeQuantiX” newsletter, your go-to resource for all things systematic trading. This publication will equip you with a complete toolkit to support your systematic trading journey, sent straight to your inbox. Remember, it’s more than just another(...)