Papers With Backtest @paperswbacktest

😲 Surprise of the Week The strategy that outperformed expectations: "The FED model and expected asset returns" 📊 Weekly return: +4.6% 📉 Historical average: -0.1% 📈 Deviation: +2.5σ 🔗 Backtest it here: paperswithbacktest.com/strategies/the…

📈 Algo Trading News 🔹 Developing and Testing LSTM Models for Stock Prediction Algorithmic traders using machine learning as part of their strategy often face challenges related to data granularity and model robustness. One approach shared involves training multiple machine…

🚀 Top Strategy of the Week This week’s best-performing strategy: "US Sector Rotation with Five-Factor Fama-French Alphas" 📈 Return: +2.7% 📅 Period: Sep 11 – 18, 2025 🔗 Try it here: paperswithbacktest.com/strategies/us-…

📈 Algo Trading News 🔹 Accessing and Utilizing Historical Market Data for Algorithmic Trading Algorithmic trading discussions emphasize the importance of historical market data for developing and backtesting strategies. Users on platforms like Reddit's /r/algotrading often…

📈 Algo Trading News 🔹 Evaluating Chop and Consolidation in Algorithmic Trading Coding strategies to identify market chop or consolidation is a persistent challenge for traders. Various methods are being employed to tackle this problem, including the use of indicators like the…

📈 Algo Trading News 🔹 Algorithmic Strategy Automation Challenges A post in the r/algotrading subreddit discusses the complexities involved in creating a no-code platform for the crypto trading community. Such platforms aim to enable users to create, test, and automate…

📊 Weekly Strategy Leaderboard 🏆 Top 3 this week: 1. "US Sector Rotation with Five-Factor Fama-French Alphas" – +2.7% 2. "Does Trend Following Work on Stocks" – +2.2% 3. "Fact, Fiction and Momentum Investing" – +2.1% 📉 Worst: "Reversing the Trend of Short-Term Reversal" –…

📈 Algo Trading News 🔹 HSBC's Quantum-Enabled Algorithmic Trading Milestone HSBC's recent collaboration with IBM has resulted in a significant leap in algorithmic trading through the integration of quantum computing. The project demonstrated a 34% enhancement in predicting the…

📈 Consistent Performer Strategy with the steadiest returns: "Federal Open Market Comitee meetings and stock market performance" ⚖️ 12-week Consistency Score: 1.07 📅 Weekly Return: +0.4% 🗓️ YTD Return: +13.0% 🔗 Explore the backtest: paperswithbacktest.com/strategies/fed…

📈 Algo Trading News 🔹 High-Volume Algorithmic Trading Strategies The discussion on the r/algotrading subreddit emphasizes the challenges of high-volume algorithmic trading, especially when offered incentives based on trading volume. A user, exploring market-making roles on a…

⚔️ Strategy Showdown This week: "US Sector Rotation with Five-Factor Fama-French Alphas" vs "Does Trend Following Work on Stocks" 📅 7-day returns: "US Sector Rotation with Five-Factor Fama-French Alphas" = +2.7%, "Does Trend Following Work on Stocks" = +2.2% 🏆 Winner: "US…

📈 Algo Trading News 🔹 Enhancing Reliability of Algorithmic Trading Platforms Issues with platform reliability often arise when traders encounter discrepancies between backtest results and live trading outcomes. A recent discussion highlighted how an algorithm, tested…

😲 Surprise of the Week The strategy that outperformed expectations: "Percent Accruals" 📊 Weekly return: +1.0% 📉 Historical average: +0.2% 📈 Deviation: +2.0σ 🔗 Backtest it here: paperswithbacktest.com/strategies/per…

📈 Algo Trading News 🔹 Position Sizing in Non-Predictive Algorithmic Trading In algorithmic trading, position sizing relative to the confidence in a buy signal is common practice. However, for traders using non-predictive momentum-based strategies, this can pose a challenge as…

🚀 Top Strategy of the Week This week’s best-performing strategy: "Do Fundamentals Drive Cryptocurrency Prices?" 📈 Return: +6.8% 📅 Period: Sep 05 – 12, 2025 🔗 Try it here: paperswithbacktest.com/strategies/do-…

📈 Algo Trading News 🔹 Algorithmic Trading and the Avoidance of Backtesting Pitfalls A post on r/algotrading discusses the challenges of achieving accurate backtesting results when using trading platforms like TradingView, which often exhibit issues such as false backtest…

📈 Algo Trading News 🔹 Leveraging Long-Dated Options to Mitigate Market Downturns Investors facing margin calls after significant market downturns may consider utilizing long-dated options (LEAPS) to manage risk and potentially recover lost equity. LEAPS allow investors to…

📈 Algo Trading News 🔹 Algorithm Design for Managing Trade Strategy Risks In the dynamic field of algorithmic trading, practitioners must constantly probe into the robustness of trading strategies to preempt failure in unfavorable market conditions. Traders frequently assess…

📊 Weekly Strategy Leaderboard 🏆 Top 3 this week: 1. "Do Fundamentals Drive Cryptocurrency Prices?" – +6.8% 2. "The Seasonality of Bitcoin" – +4.9% 3. "The active vs passive: smart factors, market portfolio or both?" – +2.8% 📉 Worst: "Why Do US Stocks Outperform EM and…

📈 Algo Trading News 🔹 Challenges of Press Release Data for Algorithmic Trading Traders attempting to use press release feeds for real-time trading encounter significant challenges, especially related to data sourcing and integration. The primary difficulty lies in finding a…