5 days ago|discuss
user: carlossouza
471 karma | created 4 years ago
recent submissions
1 pts|10 months ago|discuss
LambdaMART LTR algorithm applied to cross-sectional momentum strategies
(quantitativo.com)
1 pts|1 year ago|discuss
Coding Trend Factor: Implementing a High-Performing Factor from Research
(quantitativo.com)
2 pts|1 year ago|discuss
1 pts|1 year ago|discuss
Varadi-Oscillator-based mean-reversion strategy with 21% CAR since 2004
(quantitativo.com)
2 pts|1 year ago|discuss
Implement algorithms that minimize slippage
(quantitativo.com)
62 pts|1 year ago|8 comments
Coding Live Forward Tests
(quantitativo.com)
1 pts|1 year ago|discuss
Long and Short Mean Reversion Machine Learning
(quantitativo.com)
1 pts|1 year ago|discuss
Machine Learning and the Probability of Bouncing Back
(quantitativo.com)
1 pts|1 year ago|discuss
Trading ETFs while fear and greed rise
(quantitativo.com)
2 pts|1 year ago|discuss
A portfolio of mean-reversion strategies that delivers 26% CAR since 2010
(quantitativo.com)
3 pts|1 year ago|discuss
Momentum-Based Long and Short Equities Portfolio
(quantitativo.com)
1 pts|1 year ago|discuss
A mean-reversion strategy with 26% annual returns (multiple instruments)
(quantitativo.com)
7 pts|1 year ago|1 comment
2 pts|1 year ago|discuss
1 year ago|discuss
Changing a mean reversion strategy to deliver 30% annual returns since 1999
(quantitativo.com)
17 pts|1 year ago|31 comments
1 year ago|discuss
The Edge in Trading IPOs
(quantitativo.substack.com)
3 pts|1 year ago|discuss
1 year ago|discuss