Algorithmic Trading

Financial Advice Boosts Retirement Saving, but Not for Those Who Need It Most

ALGO_TRADING · Alpha Architect

The authors' findings offer evidence of a positive role for financial advice. Advisor-initiated conversations substantially increase retirement saving activity, particularly investments in retirement…

Custom Strategy Grading with Quantpedia API

ALGO_TRADING · Quantpedia

A trading strategy’s value goes beyond returns—it also depends on what it adds to a portfolio. Our latest case study combines Quantpedia’s Strategy Grading report with a custom API workflow to…

Shorting Leveraged ETFs: The Role of Borrowing Costs and Rebalancing in Volatility-Decay Strategies

ALGO_TRADING · Quantpedia

Leveraged ETFs provide amplified exposure to an underlying index, but their daily reset mechanism creates volatility drag, which can substantially reduce their long-term value. This raises the…

Stock Price Bubble Dissection Requires a look at Fundamentals and Speculation

ALGO_TRADING · Alpha Architect

The authors of this research propose a new approach to identifying stock market bubbles by combining traditional valuation data with surveys of investors' expectations. Their findings also challenge…

Bitcoin Runs on a Clock: Why Every Price Indicator Dies and the Halving Clock Doesn’t

ALGO_TRADING · Quantpedia

For anyone trading or investing in Bitcoin, a familiar indicator can become a dangerous comfort blanket. Josh Molnar’s Bitcoin Runs on a Clock argues that classic cycle signals—such as MVRV, the…

The Questions That Change Everything

ALGO_TRADING · Robot Wealth

My conversation with Simon on The Algorithmic Advantage, and a map of where to jump in The post The Questions That Change Everything appeared first on Robot Wealth.

Resourcing a Triangulated Stat Arb Operation as a Solo Trader

ALGO_TRADING · Robot Wealth

Part 6 of 6: Statistical Arbitrage for Independent Traders Previously: At its simplest, stat arb is a bet on convergence: two related stocks drift apart, and you bet on them coming back together.…