Risk-management
Exploiting Arbitrage in Currency Crashes: The R-Zone Early Warning Strategy
A quantitative strategy for predicting and exploiting currency crashes through early warning signals. The R-Zone framework identifies arbitrage opportunities during extreme market dislocations, providing systematic approach to currency crisis trading with robust risk management protocols.
Intraday Momentum Breakout Strategy: A Volatility-Targeted Approach to E-mini Futures Trading
A comprehensive analysis of an intraday momentum breakout strategy for E-mini S&P 500 and NASDAQ-100 futures. The strategy employs volatility-based noise area boundaries with strict intraday-only execution, achieving robust performance across multiple market regimes from 2011-2026 with maximum 8x leverage and 3% target daily volatility.
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.