Quantitative Trading.
Systematic rules, research discipline, and 173 strategy guides—from options structures to macro overlays.
Read Overview Browse StrategiesFrom Basic Charts to Systematic Rules
Basic Trading taught you to read price, volume, and structure. Quantitative trading asks the next question: can you write down exactly when you would act—and would that rule still make sense after fees, slippage, and a bad week? That shift—from interpretation to specification—is what separates discretionary habit from a research process you can audit.
The catalog below draws on the academic reference 151 Trading Strategies (Kakushadze and Serur). Each entry is reorganized for QUSXFI learners: economic idea first, implementation second, failure modes third. We do not treat any strategy as a product pitch. We treat it as a hypothesis that must survive data, costs, and regime change before it earns a place in a live book.
You will see options income structures, equity factor tilts, relative-value pairs, macro overlays, and specialist instruments. Some are beginner-friendly in concept; none are beginner-friendly in execution without paper trading and a written risk budget. Work through one asset class at a time, compare related cards in the sidebar, and keep Basic Trading open for chart context when a signal references levels, gaps, or participation.
Across 173 guides, the through-line is the same: define the rule, test it out of sample, document where it breaks, and only then discuss capital. That discipline is what professional quants still use after decades in the market—it is not jargon for its own sake; it is how you avoid mistaking a backtest for a career.
Showing 173 strategies
Options 58 strategies
Options strategies express a view on direction, volatility, or time decay—or combine all three. Payoffs are nonlinear: small mistakes in strike selection or expiry can dominate the trade. Study greeks and assignment risk before sizing.
Covered call
Long stock plus short calls: income when you are neutral-to-bullish, but upside is capped and downside is still real.
Covered put
Short stock hedged with short puts: a bearish income structure with open-ended risk if the market rips higher.
Protective put
Own the stock, buy downside insurance—bullish with a floor, at the cost of premium drag.
Protective call
A systematic options approach—Protective call—defined by explicit rules, testable on history, and fragile when costs or regimes change.
Bull call spread
A systematic options approach—Bull call spread—defined by explicit rules, testable on history, and fragile when costs or regimes change.
Bull put spread
A systematic options approach—Bull put spread—defined by explicit rules, testable on history, and fragile when costs or regimes change.
Bear call spread
A systematic options approach—Bear call spread—defined by explicit rules, testable on history, and fragile when costs or regimes change.
Bear put spread
A systematic options approach—Bear put spread—defined by explicit rules, testable on history, and fragile when costs or regimes change.
Long synthetic forward
A systematic options approach—Long synthetic forward—defined by explicit rules, testable on history, and fragile when costs or regimes change.
Short synthetic forward
A systematic options approach—Short synthetic forward—defined by explicit rules, testable on history, and fragile when costs or regimes change.
Long combo
A systematic options approach—Long combo—defined by explicit rules, testable on history, and fragile when costs or regimes change.
Short combo
A systematic options approach—Short combo—defined by explicit rules, testable on history, and fragile when costs or regimes change.
Bull call ladder
A systematic options approach—Bull call ladder—defined by explicit rules, testable on history, and fragile when costs or regimes change.
Bull put ladder
A systematic options approach—Bull put ladder—defined by explicit rules, testable on history, and fragile when costs or regimes change.
Bear call ladder
A systematic options approach—Bear call ladder—defined by explicit rules, testable on history, and fragile when costs or regimes change.
Bear put ladder
A systematic options approach—Bear put ladder—defined by explicit rules, testable on history, and fragile when costs or regimes change.
Calendar call spread
A systematic options approach—Calendar call spread—defined by explicit rules, testable on history, and fragile when costs or regimes change.
Calendar put spread
A systematic options approach—Calendar put spread—defined by explicit rules, testable on history, and fragile when costs or regimes change.
Diagonal call spread
A systematic options approach—Diagonal call spread—defined by explicit rules, testable on history, and fragile when costs or regimes change.
Diagonal put spread
A systematic options approach—Diagonal put spread—defined by explicit rules, testable on history, and fragile when costs or regimes change.
Long straddle
A bet on movement—or its absence—via straddles and strangles; theta and implied vol matter as much as direction.
Long strangle
A bet on movement—or its absence—via straddles and strangles; theta and implied vol matter as much as direction.
Long guts
A bet on movement—or its absence—via straddles and strangles; theta and implied vol matter as much as direction.
Short straddle
A bet on movement—or its absence—via straddles and strangles; theta and implied vol matter as much as direction.
Short strangle
A bet on movement—or its absence—via straddles and strangles; theta and implied vol matter as much as direction.
Short guts
A bet on movement—or its absence—via straddles and strangles; theta and implied vol matter as much as direction.
Long call synthetic straddle
A bet on movement—or its absence—via straddles and strangles; theta and implied vol matter as much as direction.
Long put synthetic straddle
A bet on movement—or its absence—via straddles and strangles; theta and implied vol matter as much as direction.
Short call synthetic straddle
A bet on movement—or its absence—via straddles and strangles; theta and implied vol matter as much as direction.
Short put synthetic straddle
A bet on movement—or its absence—via straddles and strangles; theta and implied vol matter as much as direction.
Covered short straddle
A bet on movement—or its absence—via straddles and strangles; theta and implied vol matter as much as direction.
Covered short strangle
A bet on movement—or its absence—via straddles and strangles; theta and implied vol matter as much as direction.
Strap
A systematic options approach—Strap—defined by explicit rules, testable on history, and fragile when costs or regimes change.
Strip
A systematic options approach—Strip—defined by explicit rules, testable on history, and fragile when costs or regimes change.
Call ratio backspread
A systematic options approach—Call ratio backspread—defined by explicit rules, testable on history, and fragile when costs or regimes change.
Put ratio backspread
A systematic options approach—Put ratio backspread—defined by explicit rules, testable on history, and fragile when costs or regimes change.
Ratio call spread
A systematic options approach—Ratio call spread—defined by explicit rules, testable on history, and fragile when costs or regimes change.
Ratio put spread
A systematic options approach—Ratio put spread—defined by explicit rules, testable on history, and fragile when costs or regimes change.
Long call butterfly
A systematic options approach—Long call butterfly—defined by explicit rules, testable on history, and fragile when costs or regimes change.
Modified call butterfly
A systematic options approach—Modified call butterfly—defined by explicit rules, testable on history, and fragile when costs or regimes change.
Long put butterfly
A systematic options approach—Long put butterfly—defined by explicit rules, testable on history, and fragile when costs or regimes change.
Modified put butterfly
A systematic options approach—Modified put butterfly—defined by explicit rules, testable on history, and fragile when costs or regimes change.
Short call butterfly
A systematic options approach—Short call butterfly—defined by explicit rules, testable on history, and fragile when costs or regimes change.
Short put butterfly
A systematic options approach—Short put butterfly—defined by explicit rules, testable on history, and fragile when costs or regimes change.
“Long” iron butterfly
A systematic options approach—“Long” iron butterfly—defined by explicit rules, testable on history, and fragile when costs or regimes change.
“Short” iron butterfly
A systematic options approach—“Short” iron butterfly—defined by explicit rules, testable on history, and fragile when costs or regimes change.
Long call condor
A systematic options approach—Long call condor—defined by explicit rules, testable on history, and fragile when costs or regimes change.
Long put condor
A systematic options approach—Long put condor—defined by explicit rules, testable on history, and fragile when costs or regimes change.
Short call condor
A systematic options approach—Short call condor—defined by explicit rules, testable on history, and fragile when costs or regimes change.
Short put condor
A systematic options approach—Short put condor—defined by explicit rules, testable on history, and fragile when costs or regimes change.
Long iron condor
A systematic options approach—Long iron condor—defined by explicit rules, testable on history, and fragile when costs or regimes change.
Short iron condor
A systematic options approach—Short iron condor—defined by explicit rules, testable on history, and fragile when costs or regimes change.
Long box
A systematic options approach—Long box—defined by explicit rules, testable on history, and fragile when costs or regimes change.
Collar
A systematic options approach—Collar—defined by explicit rules, testable on history, and fragile when costs or regimes change.
Bullish short seagull spread
A systematic options approach—Bullish short seagull spread—defined by explicit rules, testable on history, and fragile when costs or regimes change.
Bearish long seagull spread
A systematic options approach—Bearish long seagull spread—defined by explicit rules, testable on history, and fragile when costs or regimes change.
Bearish short seagull spread
A systematic options approach—Bearish short seagull spread—defined by explicit rules, testable on history, and fragile when costs or regimes change.
Bullish long seagull spread
A systematic options approach—Bullish long seagull spread—defined by explicit rules, testable on history, and fragile when costs or regimes change.
Stocks 20 strategies
Single-name equity strategies lean on signals—momentum, value, quality, low volatility, pairs—that rank or filter a universe. Capacity, borrow, and corporate actions matter as much as the signal itself.
Price-momentum
Rank winners versus losers on a lookback window; works until crowding, reversals, or a regime shift punishes trend followers.
Earnings-momentum
Rank winners versus losers on a lookback window; works until crowding, reversals, or a regime shift punishes trend followers.
Value (Stocks)
Buy cheap versus fundamentals or price, avoid expensive; value can underperform for years before mean reversion arrives.
Low-volatility anomaly
A systematic stocks approach—Low-volatility anomaly—defined by explicit rules, testable on history, and fragile when costs or regimes change.
Implied volatility
A systematic stocks approach—Implied volatility—defined by explicit rules, testable on history, and fragile when costs or regimes change.
Multifactor portfolio
A systematic stocks approach—Multifactor portfolio—defined by explicit rules, testable on history, and fragile when costs or regimes change.
Residual momentum
Rank winners versus losers on a lookback window; works until crowding, reversals, or a regime shift punishes trend followers.
Pairs trading
Trade two co-moving names when their spread deviates; relationship breaks are the tail risk.
Mean-reversion - single cluster
Fade extremes when price stretches from fair value; trends can keep stretching longer than your margin account.
Mean-reversion - multiple clusters
Fade extremes when price stretches from fair value; trends can keep stretching longer than your margin account.
Single moving average
A systematic stocks approach—Single moving average—defined by explicit rules, testable on history, and fragile when costs or regimes change.
Two moving averages
A systematic stocks approach—Two moving averages—defined by explicit rules, testable on history, and fragile when costs or regimes change.
Three moving averages
A systematic stocks approach—Three moving averages—defined by explicit rules, testable on history, and fragile when costs or regimes change.
Support and resistance
A systematic stocks approach—Support and resistance—defined by explicit rules, testable on history, and fragile when costs or regimes change.
Channel
A systematic stocks approach—Channel—defined by explicit rules, testable on history, and fragile when costs or regimes change.
Event-driven - M&A
A systematic stocks approach—Event-driven - M&A—defined by explicit rules, testable on history, and fragile when costs or regimes change.
Machine learning - single-stock KNN
A systematic stocks approach—Machine learning - single-stock KNN—defined by explicit rules, testable on history, and fragile when costs or regimes change.
Statistical arbitrage - optimization
Trade two co-moving names when their spread deviates; relationship breaks are the tail risk.
Market-making
A systematic stocks approach—Market-making—defined by explicit rules, testable on history, and fragile when costs or regimes change.
Alpha combos
A systematic stocks approach—Alpha combos—defined by explicit rules, testable on history, and fragile when costs or regimes change.
Exchange-traded funds (ETFs) 8 strategies
ETF strategies trade liquidity, tracking error, and basket composition rather than one company's story. Spreads and creation/redemption mechanics can help or hurt systematic entries.
Sector momentum rotation
Rank winners versus losers on a lookback window; works until crowding, reversals, or a regime shift punishes trend followers.
Sector momentum rotation with MA filter
Rank winners versus losers on a lookback window; works until crowding, reversals, or a regime shift punishes trend followers.
Dual-momentum sector rotation
Rank winners versus losers on a lookback window; works until crowding, reversals, or a regime shift punishes trend followers.
Alpha rotation
A systematic exchange-traded funds (etfs) approach—Alpha rotation—defined by explicit rules, testable on history, and fragile when costs or regimes change.
R-squared
A systematic exchange-traded funds (etfs) approach—R-squared—defined by explicit rules, testable on history, and fragile when costs or regimes change.
Mean-reversion
Fade extremes when price stretches from fair value; trends can keep stretching longer than your margin account.
Leveraged ETFs (LETFs)
A systematic exchange-traded funds (etfs) approach—Leveraged ETFs (LETFs)—defined by explicit rules, testable on history, and fragile when costs or regimes change.
Multi-asset trend following
A systematic exchange-traded funds (etfs) approach—Multi-asset trend following—defined by explicit rules, testable on history, and fragile when costs or regimes change.
Fixed Income 15 strategies
Rate and credit strategies respond to curve shape, carry, roll-down, and spread widening. Duration risk can overwhelm a clever relative-value idea in a single policy surprise.
Bullets
A systematic fixed income approach—Bullets—defined by explicit rules, testable on history, and fragile when costs or regimes change.
Barbells
A systematic fixed income approach—Barbells—defined by explicit rules, testable on history, and fragile when costs or regimes change.
Ladders
A systematic fixed income approach—Ladders—defined by explicit rules, testable on history, and fragile when costs or regimes change.
Bond immunization
A systematic fixed income approach—Bond immunization—defined by explicit rules, testable on history, and fragile when costs or regimes change.
Dollar-duration-neutral butterfly
A systematic fixed income approach—Dollar-duration-neutral butterfly—defined by explicit rules, testable on history, and fragile when costs or regimes change.
Fifty-fifty butterfly
A systematic fixed income approach—Fifty-fifty butterfly—defined by explicit rules, testable on history, and fragile when costs or regimes change.
Regression-weighted butterfly
A systematic fixed income approach—Regression-weighted butterfly—defined by explicit rules, testable on history, and fragile when costs or regimes change.
Maturity-weighted butterfly
A systematic fixed income approach—Maturity-weighted butterfly—defined by explicit rules, testable on history, and fragile when costs or regimes change.
Low-risk factor
A systematic fixed income approach—Low-risk factor—defined by explicit rules, testable on history, and fragile when costs or regimes change.
Value factor
Buy cheap versus fundamentals or price, avoid expensive; value can underperform for years before mean reversion arrives.
Carry factor
A systematic fixed income approach—Carry factor—defined by explicit rules, testable on history, and fragile when costs or regimes change.
Rolling down the yield curve
A systematic fixed income approach—Rolling down the yield curve—defined by explicit rules, testable on history, and fragile when costs or regimes change.
Yield curve spread (flatteners & steepeners)
A systematic fixed income approach—Yield curve spread (flatteners & steepeners)—defined by explicit rules, testable on history, and fragile when costs or regimes change.
CDS basis arbitrage
A systematic fixed income approach—CDS basis arbitrage—defined by explicit rules, testable on history, and fragile when costs or regimes change.
Swap-spread arbitrage
A systematic fixed income approach—Swap-spread arbitrage—defined by explicit rules, testable on history, and fragile when costs or regimes change.
Indexes 5 strategies
Index-linked approaches sit on beta, roll costs, and rebalancing flows. What works on a back-adjusted futures series may change on the live roll calendar.
Cash-and-carry arbitrage
A systematic indexes approach—Cash-and-carry arbitrage—defined by explicit rules, testable on history, and fragile when costs or regimes change.
Dispersion trading in equity indexes
A systematic indexes approach—Dispersion trading in equity indexes—defined by explicit rules, testable on history, and fragile when costs or regimes change.
Dispersion trading - subset portfolio
A systematic indexes approach—Dispersion trading - subset portfolio—defined by explicit rules, testable on history, and fragile when costs or regimes change.
Intraday arbitrage between index ETFs
A systematic indexes approach—Intraday arbitrage between index ETFs—defined by explicit rules, testable on history, and fragile when costs or regimes change.
Index volatility targeting with risk-free asset
A systematic indexes approach—Index volatility targeting with risk-free asset—defined by explicit rules, testable on history, and fragile when costs or regimes change.
Volatility 7 strategies
Volatility trading is about the second moment—how much prices move—not just which way. Mean reversion in vol and term-structure trades are regime-sensitive.
VIX futures basis trading
Trade realized versus implied vol or vol-of-vol; short-vol carry feels smooth until it is not.
Volatility carry with two ETNs
A systematic volatility approach—Volatility carry with two ETNs—defined by explicit rules, testable on history, and fragile when costs or regimes change.
Hedging short VXX with VIX futures
Trade realized versus implied vol or vol-of-vol; short-vol carry feels smooth until it is not.
Volatility risk premium
Trade realized versus implied vol or vol-of-vol; short-vol carry feels smooth until it is not.
Volatility risk premium with Gamma hedging
Trade realized versus implied vol or vol-of-vol; short-vol carry feels smooth until it is not.
Volatility skew - long risk reversal
Trade realized versus implied vol or vol-of-vol; short-vol carry feels smooth until it is not.
Volatility trading with variance swaps
Trade realized versus implied vol or vol-of-vol; short-vol carry feels smooth until it is not.
Foreign Exchange (FX) 6 strategies
FX strategies combine macro drivers, rate differentials, and microstructure around fixes and sessions. Leverage magnifies both signal and noise.
Moving averages with HP filter
A systematic foreign exchange (fx) approach—Moving averages with HP filter—defined by explicit rules, testable on history, and fragile when costs or regimes change.
Carry trade
A systematic foreign exchange (fx) approach—Carry trade—defined by explicit rules, testable on history, and fragile when costs or regimes change.
High-minus-low carry
A systematic foreign exchange (fx) approach—High-minus-low carry—defined by explicit rules, testable on history, and fragile when costs or regimes change.
Dollar carry trade
A systematic foreign exchange (fx) approach—Dollar carry trade—defined by explicit rules, testable on history, and fragile when costs or regimes change.
Momentum & carry combo
Rank winners versus losers on a lookback window; works until crowding, reversals, or a regime shift punishes trend followers.
FX triangular arbitrage
A systematic foreign exchange (fx) approach—FX triangular arbitrage—defined by explicit rules, testable on history, and fragile when costs or regimes change.
Commodities 6 strategies
Commodity strategies face seasonality, storage, convenience yield, and roll impact in futures curves. Physical reality eventually shows up in the data.
Roll yields
A systematic commodities approach—Roll yields—defined by explicit rules, testable on history, and fragile when costs or regimes change.
Trading based on hedging pressure
A systematic commodities approach—Trading based on hedging pressure—defined by explicit rules, testable on history, and fragile when costs or regimes change.
Portfolio diversification with commodities
A systematic commodities approach—Portfolio diversification with commodities—defined by explicit rules, testable on history, and fragile when costs or regimes change.
Value (Commodities)
Buy cheap versus fundamentals or price, avoid expensive; value can underperform for years before mean reversion arrives.
Skewness premium
Trade realized versus implied vol or vol-of-vol; short-vol carry feels smooth until it is not.
Trading with pricing models
A systematic commodities approach—Trading with pricing models—defined by explicit rules, testable on history, and fragile when costs or regimes change.
Futures 7 strategies
Futures strategies often hinge on calendar spreads, hedging ratios, and margin. Contango and backwardation are not footnotes—they are P&L.
Hedging risk with futures
A systematic futures approach—Hedging risk with futures—defined by explicit rules, testable on history, and fragile when costs or regimes change.
Cross-hedging
A systematic futures approach—Cross-hedging—defined by explicit rules, testable on history, and fragile when costs or regimes change.
Interest rate risk hedging
A systematic futures approach—Interest rate risk hedging—defined by explicit rules, testable on history, and fragile when costs or regimes change.
Calendar spread
A systematic futures approach—Calendar spread—defined by explicit rules, testable on history, and fragile when costs or regimes change.
Contrarian trading (mean-reversion)
Fade extremes when price stretches from fair value; trends can keep stretching longer than your margin account.
Contrarian trading - market activity
Fade extremes when price stretches from fair value; trends can keep stretching longer than your margin account.
Trend following (momentum)
Rank winners versus losers on a lookback window; works until crowding, reversals, or a regime shift punishes trend followers.
Structured Assets 6 strategies
Structured credit and tranche ideas embed correlation and liquidity assumptions that fail together in stress. Complexity is a risk multiplier, not a diversifier by default.
Carry, equity tranche - index hedging
A systematic structured assets approach—Carry, equity tranche - index hedging—defined by explicit rules, testable on history, and fragile when costs or regimes change.
Carry, senior/mezzanine - index hedging
A systematic structured assets approach—Carry, senior/mezzanine - index hedging—defined by explicit rules, testable on history, and fragile when costs or regimes change.
Carry - tranche hedging
A systematic structured assets approach—Carry - tranche hedging—defined by explicit rules, testable on history, and fragile when costs or regimes change.
Carry - CDS hedging
A systematic structured assets approach—Carry - CDS hedging—defined by explicit rules, testable on history, and fragile when costs or regimes change.
CDOs - curve trades
A systematic structured assets approach—CDOs - curve trades—defined by explicit rules, testable on history, and fragile when costs or regimes change.
Mortgage-backed security (MBS) trading
A systematic structured assets approach—Mortgage-backed security (MBS) trading—defined by explicit rules, testable on history, and fragile when costs or regimes change.
Convertibles 2 strategies
Convertible strategies blend bond floor, equity optionality, and credit spread. You are effectively trading three instruments wearing one ticker.
Convertible arbitrage
A systematic convertibles approach—Convertible arbitrage—defined by explicit rules, testable on history, and fragile when costs or regimes change.
Convertible option-adjusted spread
A systematic convertibles approach—Convertible option-adjusted spread—defined by explicit rules, testable on history, and fragile when costs or regimes change.
Tax Arbitrage 3 strategies
Tax-driven relative value depends on jurisdiction, law changes, and accounting treatment. Academic edge can vanish when rules or enforcement shift.
Municipal bond tax arbitrage
A systematic tax arbitrage approach—Municipal bond tax arbitrage—defined by explicit rules, testable on history, and fragile when costs or regimes change.
Cross-border tax arbitrage
A systematic tax arbitrage approach—Cross-border tax arbitrage—defined by explicit rules, testable on history, and fragile when costs or regimes change.
Cross-border tax arbitrage with options
A systematic tax arbitrage approach—Cross-border tax arbitrage with options—defined by explicit rules, testable on history, and fragile when costs or regimes change.
Miscellaneous Assets 4 strategies
Specialist markets—inflation-linked bonds, weather hedges, spark spreads—carry idiosyncratic data and legal constraints. Verify you can actually access the underlying before building a backtest.
Inflation hedging - inflation swaps
A systematic miscellaneous assets approach—Inflation hedging - inflation swaps—defined by explicit rules, testable on history, and fragile when costs or regimes change.
TIPS-Treasury arbitrage
A systematic miscellaneous assets approach—TIPS-Treasury arbitrage—defined by explicit rules, testable on history, and fragile when costs or regimes change.
Weather risk - demand hedging
A systematic miscellaneous assets approach—Weather risk - demand hedging—defined by explicit rules, testable on history, and fragile when costs or regimes change.
Energy - spark spread
A systematic miscellaneous assets approach—Energy - spark spread—defined by explicit rules, testable on history, and fragile when costs or regimes change.
Distressed Assets 7 strategies
Distressed and event-driven ideas sit inside bankruptcy law, creditor hierarchy, and long timelines. Mark-to-market pain can arrive before recovery value proves out.
Buying and holding distressed debt
Event-driven exposure to troubled balance sheets; legal process and timing dominate the math.
Active distressed investing
Event-driven exposure to troubled balance sheets; legal process and timing dominate the math.
Planning a reorganization
A systematic distressed assets approach—Planning a reorganization—defined by explicit rules, testable on history, and fragile when costs or regimes change.
Buying outstanding debt
Event-driven exposure to troubled balance sheets; legal process and timing dominate the math.
Loan-to-own
Event-driven exposure to troubled balance sheets; legal process and timing dominate the math.
Distress risk puzzle
Event-driven exposure to troubled balance sheets; legal process and timing dominate the math.
Distress risk puzzle - risk management
Event-driven exposure to troubled balance sheets; legal process and timing dominate the math.
Real Estate 8 strategies
Real estate strategies mix illiquidity, local cycles, leverage, and operational work. A backtest of REIT prices is not the same as buying and managing property.
Mixed-asset diversification with real estate
A systematic real estate approach—Mixed-asset diversification with real estate—defined by explicit rules, testable on history, and fragile when costs or regimes change.
Intra-asset diversification within real estate
A systematic real estate approach—Intra-asset diversification within real estate—defined by explicit rules, testable on history, and fragile when costs or regimes change.
Property type diversification
A systematic real estate approach—Property type diversification—defined by explicit rules, testable on history, and fragile when costs or regimes change.
Economic diversification
A systematic real estate approach—Economic diversification—defined by explicit rules, testable on history, and fragile when costs or regimes change.
Property type and geographic diversification
A systematic real estate approach—Property type and geographic diversification—defined by explicit rules, testable on history, and fragile when costs or regimes change.
Real estate momentum - regional approach
Rank winners versus losers on a lookback window; works until crowding, reversals, or a regime shift punishes trend followers.
Inflation hedging with real estate
A systematic real estate approach—Inflation hedging with real estate—defined by explicit rules, testable on history, and fragile when costs or regimes change.
Fix-and-flip
A systematic real estate approach—Fix-and-flip—defined by explicit rules, testable on history, and fragile when costs or regimes change.
Cash 5 strategies
Cash and funding strategies look boring until liquidity dries up. Repo haircuts, counterparty risk, and intraday funding gaps belong in the risk section, not a footnote.
Money laundering - the dark side of cash
A systematic cash approach—Money laundering - the dark side of cash—defined by explicit rules, testable on history, and fragile when costs or regimes change.
Liquidity management
A systematic cash approach—Liquidity management—defined by explicit rules, testable on history, and fragile when costs or regimes change.
Repurchase agreement (REPO)
A systematic cash approach—Repurchase agreement (REPO)—defined by explicit rules, testable on history, and fragile when costs or regimes change.
Pawnbroking
A systematic cash approach—Pawnbroking—defined by explicit rules, testable on history, and fragile when costs or regimes change.
Loan sharking
A systematic cash approach—Loan sharking—defined by explicit rules, testable on history, and fragile when costs or regimes change.
Cryptocurrencies 2 strategies
Digital assets trade 24/7 with fragmented liquidity and evolving regulation. Model risk and exchange risk are first-class citizens here.
Artificial neural network (ANN)
A systematic cryptocurrencies approach—Artificial neural network (ANN)—defined by explicit rules, testable on history, and fragile when costs or regimes change.
Sentiment analysis - na¨ ıve Bayes Bernoulli
A systematic cryptocurrencies approach—Sentiment analysis - na¨ ıve Bayes Bernoulli—defined by explicit rules, testable on history, and fragile when costs or regimes change.
Global Macro 4 strategies
Global macro strategies tie positions to growth, inflation, policy, and geopolitical shocks. Correlations spike when the macro story changes—exactly when you need diversification most.
Fundamental macro momentum
Rank winners versus losers on a lookback window; works until crowding, reversals, or a regime shift punishes trend followers.
Global macro inflation hedge
A systematic global macro approach—Global macro inflation hedge—defined by explicit rules, testable on history, and fragile when costs or regimes change.
Global fixed-income strategy
Position across rates, FX, and indices from a macro thesis; one data print can invalidate the whole narrative.
Trading on economic announcements
Position across rates, FX, and indices from a macro thesis; one data print can invalidate the whole narrative.