Quantitative-finance
Congressional Signals: A Systematic Strategy for Event-Driven Market Positioning
A research note exploring how congressional activity can be transformed into a systematic signal for market positioning and event-driven trading decisions.
Crypto Macro-Fundamental Strategy: A Research Note on Macro and Fundamental Signal Integration
A research note on combining macro and fundamental inputs into a systematic framework for cryptocurrency decision-making and positioning.
Regime-Based Portfolio Strategies: A Comparative Analysis of Complexity vs. Simplicity in Quantitative Asset Allocation
A comprehensive analysis of three regime-based portfolio allocation strategies challenging the conventional wisdom that increased complexity leads to superior returns. Through rigorous backtesting, we demonstrate that a traditional 60/40 portfolio outperforms sophisticated machine learning approaches after accounting for transaction costs and implementation challenges.
Cross-Regime Performance Analysis of an Algorithmic Strategy for a Diversified Leverage Index Fund Portfolio
A diversified leverage strategy across TQQQ, UPRO, UDOW, TMF, UGL, and DIG achieving 51% annualized returns over 2017-2025 with a Sharpe of 0.701. The framework combines ERC-based allocation, dynamic rebalancing every 4 days, and regime-adaptive overlays validated across three distinct economic regimes.