QuantMechanic

@thechartist Yes, refer to "Tickers" under the help section for reference of data length testfol.io/help

@QuantM3chanic Prior 2019?

ETF Combo 30% $SPHB 30% $GLD 40% $DBMF (managed futures) Quarterly rebalance only. CAGR 16.5% vs 14.0% maxDD -19.8% vs -33.8% Vola 13.3% vs 20.1% Sharpe: 0.97 vs 0.73 Unfortunately, $DBMF data is limited to 2019 onward...

@Dan_Trend @EliteOptions2 😆

@EliteOptions2 10/10

Drop your trading setup, let’s rate it on a scale of 1-10.

Back to basics - how do institutional quants think differently? Stop wasting time and get the foundations right with a genuine professional @DrTomStarke ! youtube.com/watch?v=0n0ixh…

@pigeon_chess Why not create more supply instead of controlling existing supply? If done incorrectly it could have the opposite effect

I'm curious what level the Minister thinks will be affordable, given that 55% of the population is unemployed, i.e. earning zero.

Enter a deep dive into @QuantifiablEdgs systematic trading. Not just the interview but the extensive write-up inspired by our chat! - Strategies Rob Hanna trades - Trading the VIX safely! - Recent research - Rob's philosophy on systematic trading & more! algoadvantage.io/podcast/045-ro…

@thechartist @morganhousel Have a listen on Spotify. He has a good podcast

Just picked up @morganhousel new book. I'm a big proponent of the "Die With Zero" philosophy so looking forward to adding this to the mix. #diewithzero

For the majority of stock traders trying to follow a systematic approach, this ... one ... thing ... : ) That is, if you want a 10 year CAGR = 22% like @thechartist ; ) Full Show: youtu.be/QOXwYn-lLNU

Here's a snippet from my recent chat with @algo_advantage . Link there to the full discussion.

🧵 Nick Radge: Trading Lessons Hidden Between the Lines A wonderful chat on the podcast with @thechartist here: algoadvantage.io/podcast/044-ni… For serious system traders only. Subtle, but powerful. Don't skim this. Nick builds structural edges and lets time do the heavy lifting. What looks simple is often deeply layered. Here's what you might miss if you don't look at how he trades. 👇 Diversify by strategy archetype, not just asset class. Radge combines: * Absolute momentum (trend-following) * Relative momentum (rotation) * Mean reversion (short-term swing) * All Weather Tactical Asset Allocation with ETFs He's creating anti-correlation in the equity curve at every step, trading US and AUS markets in their own way. This is key, listen in on the pod. There are multiple layers of diversification we discuss. Avoid the beginner cycle. Most traders system-hop after 3–6 months of underperformance. Radge? He’s traded some models for decades. Through multiple flat periods. That’s not stubbornness. That’s expectation alignment. You must map out a strategy’s likely cold streak before you fund it. Psych capital > trade capital. In 2008, his ASX trend system went to cash. Clients panicked. “Why are we paying to do nothing?” Then the market dropped 50%. His strategy preserved not just capital—but confidence to re-engage in 2009. That’s a rarely discussed edge: emotional solvency. System timing is a fool’s errand. Build systems with purpose to round out your portfolio. Beware of trying to time a system. His solution? Strategy stacking. Not rotation. Simultaneous deployment. Mean reversion draws down? Trend-following carries the torch. He doesn’t over optimize. Build based on the simple mathematics of non-normal distributions. Markets must trend. (See why in the pod). The edge isn’t in prediction—it’s in asymmetry. Winners will overrun. Losers get cut. Edge = right tail exposure + small loss certainty. Low touch, not low effort. Radge runs longer term models now. Push a button. Done. But it took 30 years to design it that way. Simplicity is not “easy.” It’s compression of complexity by knowing how to ensure robustness & durability. Final thought: Nick's success isn’t from flashy models or endless curve fitting. It’s from consistency, structural robustness, and psychological realism. It's treating trading as a business, staying focused. If you're hunting alpha through novelty, you’ll miss him. But if you're building longevity—you’ll see him as a blueprint. Let it run for a couple of years and be pleasantly surprised by how much you can out-perform. Thanks Nick for an excellent chat! algoadvantage.io/podcast/044-ni…

@priceinaction Daytrading

If I were starting from scratch as a complete beginner, I’d do everything exactly the same... over and over again. I’d go through those 5 painful years of losing, because that’s what built my sturdiness. That’s what helped me develop a system that protects me from the costly psychological mistakes most traders fall victim to- not to say always, but often. Those years shaped the trader and the person I am today. That’s why I’ve decided to share some beginner-friendly advice, and give away my Beginner’s Day Trading Book for FREE for one day only. Comment “Daytrading” & I’ll send the full book (must be following)

When I sat down recently with @AlvarezQuant of Alvarez Quant Trading, I knew I'd be tapping into a deep reservoir of quantitative trading wisdom. Cesar’s journey into systematic trading began similarly to many of us—starting with discretionary trades, dabbling in mutual funds, and eventually stumbling into the quant world. From his early days at Connors Research to managing sophisticated portfolios today, as well as building strategies for probably thousands of private clients over the years, Cesar has seen it all. Still, he remains a humble and down-to-earth guy. Here’s what he shared about strategy creation, testing, and portfolio management in ETF and equities markets: thealgorithmicadvantage.substack.com/p/episode-045-…

You ask: “How can I back-test a portfolio of intraday strategies—no coding marathons?” Here’s my 3-step workflow: 1️⃣ FREE minute bars from Alpaca markets —no funded account. 2️⃣ Pre-written Python helper → stamps every entry/exit, exports a clean CSV. 3️⃣ Import into RealTest → event filters + position sizing + additional logic = portfolio stats in minutes. 💬/🔁/❤️ Let’s crack 20 replies and I’ll publish the full tutorial + ready-made script so you can stress-test the Concretum Research model in RealTest (and more). #QuantTrading #Intraday #RealTest

@SystematicPeter Yes please : )

@ConcretumR @thechartist @MebFaber 😂

@thechartist @MebFaber Once again, this is clearly a foundational case study meant to showcase some technical basics. Start simple, build knowledge, and eventually adapt it to more sophisticated trading strategies. Math classes don’t start with Fourier transforms.

Want to learn how to trade systematically via Interactive Brokers using Python? Here's an example based on the famous @MebFaber's Global Tactical Allocation Approach. 🧵👇

@ConcretumR How does it perform on other indices?

In our paper "Beat the Market", we presented an intraday momentum strategy for SPY. To be clear, we never claimed to have discovered a new edge. In fact, several Quantitative Investment Strategies (QIS) teams at major investment banks have been offering products that aim to capture intraday trends for years. But as always, identifying an edge is just the beginning... how you extract it is a whole different story. So we’ve been asked: how does our implementation compare to the intraday trend-following products offered by these banks? Here’s a chart showing the performance since 2019. You judge. 😉

Removing poor performing strategies and substituting in better performing ones from his library of over 200 strategies, @kjtrading deploys 20 or so at a time-across around 40-50 symbols-with an equal risk exposure to the 7 distinct sectors. Watch here: youtu.be/72yPTV-fMHk

Adaptive Trading: having a library of strategies, sticking with what is working best, focusing capital on those, being flexible with making changes. I'd add that you need a good process for systematizing that. The legend Bob Pardo explains: Full show-tinyurl.com/msvxt4nk

Join me for an hour and a half of detailed and practical insights from the trading guru Bob Pardo. If you didn't know he invented walk forward analysis or you don't even know what that is - fast track your futures trading education here! Full show: tiny.cc/Pardo

A single back-test is irrelevant. Track record trumps everything. It's critical to be realistic and set expectations appropriately. Guaranteed disappointment otherwise! Watch the show: thealgorithmicadvantage.substack.com/p/031-pj-suthe…