Quantitative

Why My Strategy Just Sold Everything Monthly Portfolio Update: GTAA HAA Strategy (October 2026) – Maximum Defensive Posture (100% Cash) 1. Canary-Driven Market Regime (Crash Alert) Based on our system's dashboard, we utilize the TIP (iShares TIPS Bond ETF) as our primary 'Canary' asset to gauge overall market health. In this current evaluation, the system has triggered a definitive "CRASH ALERT," shifting the portfolio into a Risk-Off regime. This transition is driven by the Canary's 10-month SMA momentum dropping to -2.45%, v

FCX Options Setup: Bearish Signal & Volatility 📊 Signal Metrics & Confirmation State: EARLY_CONFIRMATION Current Spot Price: $75.39 RSI (14): 60.50 Signal Return: +3.86% MFE / MAE: MFE 4.51% / MAE 1.81% 🎯 Option Contract Details Contract: 75.00P · Expiring 18-Dec-2026 Delta: -0.430 DTE (Days to Expiration): 109 Bid/Ask Spread: 4.00% Open Interest (OI): 452 Reasoning: The BEARISH signal entered EARLY_CONFIRMATION within just 2 trading sessions as FCX pulled back from $78.42 to $75.39, deliv

by SadashiTrading

BTC growth catalyst In my idea, I also rely on the fx-predict service: Multiple models mean more information. Different algorithms perform better in different market conditions. Neural networks are capable of identifying complex nonlinear relationships. Using multiple models together allows for a more complete picture of the market. When used in conjunction with sound risk management and fundamental analysis, such models can become an additional source of objective information when making trading decisions. The new

Understanding the Counter-Intuitive Nature of Markets Markets appear counter-intuitive because widely held intuition becomes part of the market structure itself. Technical patterns often show near-zero expectancy across full historical samples, yet still produce meaningful edge inside specific regime windows. The implication is simple: pattern success is not a fixed geometric property. It is conditional on the consensus regime surrounding the pattern. A pattern can cycle through recognition, crowding, exploitation, inversion, inverse conditioning

by Alien_Algorithms

The Silent Signal: How Open Interest May Shape the Next Move Introduction — The Signal Beneath Price Price is what most traders see. Participation is what most traders miss. In futures markets, open interest (OI) offers a unique lens into market behavior — not by telling us where price is, but by revealing how committed market participants are to the move. When combined with structural tools and quantitative overlays, OI can act as a “silent signal,” highlighting shifts in conviction that price alone may conceal. The current environment presents a com

Quantitative and Algorithmic Trading in the Global Market Introduction In the ever-evolving world of financial markets, quantitative and algorithmic trading have emerged as the twin engines powering modern investment and trading strategies. They represent the fusion of finance, mathematics, statistics, and computer science to create data-driven, rule-based systems capable of executing trades with precision and speed beyond human capability. Over the past three decades, these methods have transformed global trading dynamics — reshaping liquidity, price

by GlobalWolfStreet

CADCHF - BEARISH - QUANT-LEVEL FX LIST Daily: Downtrend H4: Downtrend H1: Downtrend m15: Downtrend Risk of Entering Now: Better Zone a little higher Target at least previous day low tg@darksheeptrades

by darksheeptrades

How to pick a benchmark for you portfolio and beat the market What is a benchmark? A benchmark is an index or a basket of assets used to evaluate the performance of an investment portfolio In the context of portfolio analysis the benchmark serves as a point of comparison to determine whether a fund a strategy or an investment is performing better worse or in line with the reference market. In the current chart, Bitcoin ( BINANCE:BTCUSDT ) is displayed with a solid and larger blue line in relation to other cryptocurrencies for the current period. Be

by thequantscience

New Strategy Testing Consolidation Hypothesis If you see previous trades in this account, you'll notice this strategy has never been used before. This strategy consists of new indicators I created through my own research and back tested it using Yahoo Finance Data. Today I finally coded the indicators into tradingview, however I will not be sharing the code. Basically, the indicator is reading the trend as it currently is. Determining it's a bullish trend if the blue line is above 0 and the opposite is true. Once the blue line reaches the

by DarkMessiah777

AUDCAD SELL TF M30 (QUANT LEAKS)entry: 0.89161 stop loss: 0.89340 take profit: 0.88790

EURNZD SELL TF M30 (QUANT LEAKS)entry: 1.77158 stop loss: 1.77790 take profit: 1.74720

Quantitative Finance: Mathematical and Financial Concepts What is Quantitative Trading? The first step in understanding quantitative trading is understanding its definition. It's a type of trading that uses mathematical models to make transaction decisions. This is an extremely math-heavy field of trading and that is what makes it so effective. Traders then input certain parameters into their model, which then uses these parameters to make decisions based on mathematical calculations. Quantitative trading heavily relies on mathematical and statistic

Volatility decreases Decreasing deviations from averages: bullish for #gubrf

by for_a_few_quant

USDJPY (Hedge Idea) With all financial markets preparing for the upcoming summer rate hikes, I predict markets will consolidate within a larger than usual range presenting great opportunities for investments. Next Hike: June 15-16, 2022. Hedge Idea (Scale / Intraday): Short: Scale into positions when price breaches 130.000 handle up to the top third end of the range (131.500) Long: Scale into positions when price breaches 128.250 handle & below to the bottom end of the range (127.000) POST FOMC HIKES (

by brandonmattis

Bought 20 MAY 22 62.5 PUT (KO) ($KO)Bought 20 MAY 22 62.5 PUT (KO) ( $KO ) Trade price: 1.05 Historical Volatility Z-Score is low, so expecting volatility expansion soon. My bet is to the downside. EEC --> HVZ with Significant Negative Correlation

by fade_the_vol

How much of the Japanese stock market does the BOJ own?The Bank of Japan (BOJ), unlike any of its peers, has become a huge player in the country’s stock market. What began as a monetary policy experiment has turned into what some economists describe as a caveat for policymakers about the extent of intervention a central bank may take in propping up capital markets. Over the past decade, the BOJ managed to gobble up 80% of Japan’s exchange-traded funds (ETFs), accounting for about 7% of the country’s $6 trillion stock market, according to Bloomberg.

by BlackBull Markets

Your FAQ About Quant Trading I have received many questions about quantitative analysis/quant trading. This post is to address these FAQ I receive and point you in the right direction if this is something you are interested in! If I missed any questions, please leave them in the comments and I will add an addendum! Q: What is quantitative analysis/quant data? A : Quantitative analysis is the practice of applying mathematics and statistics to stock trading data. It involves the process of data mining and drawing stati

by Steversteves

$DIDI - The Demise of an IPO (Qualitative Judgement)The current news and development suggest that DIDI will continue to go down. 1. The growth expectation is shattered by delisting the app. 2. The company has a lot of debt, just like any tech companies. 3. Earning growth will be slumpped until they figure out how to get past the hurddles. THE MOST IMPORTANT 4. Management's dishonesty was well documented with the listing process. My current valuation is, This will be a $1 stock soon. With a huge law suit to bear on the backbone, which they

by UDAY_C_Santhakumar

Long GILD Long GILD Trend trade Green = good > zero mean = good

by fade_the_vol

Long OTIS Long OTIS Trend Green = good Otis Worldwide Corporation is an American company that develops, manufactures and markets elevators, escalators, moving walkways, and related equipment.

by fade_the_vol

11/8 Weekly Earnings Calendar Spreads (SYY, DHI, CAH, DIS)Description: Some potentially attractive Calendar Spreads I'm looking at putting on based off of the close on Friday. CAH looking especially attractive. Announced Earnings Dates SYY 11/9 DHI 11/9 CAH 11/9 DIS 11/10 Long Call Calendar Spread Levels, break-evens, and R/R will be updated when positions are filled. The boxes on the charts right now are the profit ranges at expiration for ATM Calls You could always spread the puts instead of the calls if you want a slight bearish b

RBLX Earnings Play Description: Earnings after close today, taking advantage of high IV on same week options and covering with next week's (Calendar Spread). Long Call Calendar Spread Levels on Chart Break-evens 91.34 +16% 69.01, -12% R/R: ~4:1 Positive R/R, stop loss levels built into position. Intend to close before near term expiration. *Stops based off underlying stock price, not mark to market loss The Trade BUY 11/19 79C SELL 11/12 79C Only invest what you are willing to lose Break-evens

DXY | DOLLAR INDEX - SHORT Commitment of Traders shows that central banks have been shorting the dollar since June, the slash in 1% slash in interest rates by the FEDs is doing the Dollar any good either. Technically we have a good ol' Cup & Handle, we broke the handle's ascending channel quite impulsively, we are now creating another ascending channel. FUNDAMENTALS MANUFACTURING NUMBERS - MIXED FACTORY ORDERS - GOOD BUT NOT GREAT OIL INVENTORIES - WEAK PMI's - GOOD BUT NOT GREAT EMPLOYMENT - WEAK OVERALL STRENGTH BAS

by Austin_Palmer

BTCUSD Outlook March - April In that Orange Box I expect to see ranging for the rest of the week, then a continuation breakout ending into the 39-40K area the following week. What I would like to see after is price holding the level of 40K for a couple weeks in terms of its daily and weekly closures. The zone at the very bottom is a bonus area for additional spikes we can expect to see. If all goes to plan, We should be seeing healthy recovery PA and a relief around US tax season which would lead us into newer highs in