carlossouza

Posts

• The Bitter Lesson: Applying Deep Learning to Enhance Momentum Trading Strategies
  by carlossouzaon 4/23/25, 12:19 PMwith 0 comments
• LambdaMART LTR algorithm applied to cross-sectional momentum strategies
  by carlossouzaon 3/1/25, 7:14 PMwith 0 comments
• Coding Trend Factor: Implementing a High-Performing Factor from Research
  by carlossouzaon 2/10/25, 4:04 PMwith 0 comments
• Can a good execution algo enable a 28% annual return with a 19% max drawdown?
  by carlossouzaon 10/20/24, 10:20 PMwith 0 comments
• Varadi-Oscillator-based mean-reversion strategy with 21% CAR since 2004
  by carlossouzaon 9/29/24, 4:55 PMwith 0 comments
• Implement algorithms that minimize slippage
  by carlossouzaon 9/15/24, 4:45 PMwith 8 comments
• Coding Live Forward Tests
  by carlossouzaon 9/4/24, 11:30 AMwith 0 comments
• Long and Short Mean Reversion Machine Learning
  by carlossouzaon 8/26/24, 7:30 PMwith 0 comments
• Machine Learning and the Probability of Bouncing Back
  by carlossouzaon 8/21/24, 2:39 PMwith 0 comments
• Trading ETFs while fear and greed rise
  by carlossouzaon 8/6/24, 9:04 AMwith 0 comments
• A portfolio of mean-reversion strategies that delivers 26% CAR since 2010
  by carlossouzaon 7/27/24, 7:39 PMwith 0 comments
• Momentum-Based Long and Short Equities Portfolio
  by carlossouzaon 7/7/24, 9:10 PMwith 0 comments
• A mean-reversion strategy with 26% annual returns (multiple instruments)
  by carlossouzaon 6/29/24, 8:17 PMwith 1 comments
• Larry Connors' Cumulative RSI strategy backtest: 26% annual return in 24 years
  by carlossouzaon 6/24/24, 12:58 AMwith 0 comments
• Changing a mean reversion strategy to deliver 30% annual returns since 1999
  by carlossouzaon 6/17/24, 1:44 AMwith 31 comments
• The Edge in Trading IPOs
  by carlossouzaon 6/9/24, 5:05 PMwith 0 comments
• Machine learning and information theory concepts towards an AI Mathematician
  by carlossouzaon 3/8/24, 10:06 AMwith 1 comments
• How Susceptible Are Large Language Models to Ideological Manipulation?
  by carlossouzaon 2/24/24, 10:14 AMwith 0 comments