H-Barrio a day ago 2 min Tampering with Universes: Correction and Improvement In our previous post regarding a flexible universe selection, we presented a more flexible universe selection model. The results we obtai...
H-Barrio 7 days ago 5 min Tampering with the Universes Now that we have this very flexible universe selection model, we can easily tamper with it and experiment with multiple strategies involv...
H-Barrio Feb 23 4 min A Flexible Universe Selection Model The team at Quantconnect has created some handy tools for their Lean engine; their QC500 universe selection model allows for selecting a ...
H-Barrio Feb 16 6 min Pattern Recognition in Sector ETFs: Industry Return Predictability - Machine Learning Approach Our last publication regarding pattern recognition using sectorial ETFs did not yield outstanding results. The dependencies among these E...
H-Barrio Feb 9 4 min Moving Averages as Resistances and Supports In this publication, we will walk through the implementation of the idea of using the "historically best" moving average window value as ...
H-Barrio Feb 2 4 min Performance of Moving Average as Price Supports Moving averages (abbreviated as MA usually) are venerable tools in the field of stock price technical analysis. The diagram that possibly...
H-Barrio Jan 26 7 min Robust Feedback Control for Bitcoin Holdings Cryptocurrencies have soared in price relative to the US Dollar and Euro in the past few weeks drawing additional attention from general ...
H-Barrio Jan 19 5 min Why Pairs Trading Might Not Work: Rolling Cointegration Tests Pairs trading is the dean, the eldest and better known of modern quantitative trading models. It is the pinnacle of statistical arbitrage...
H-Barrio Jan 12 4 min Pattern Recognition in Sectorial ETFs: (Highly) Automated Model In our december publications we went over the development of an automated system that could determine which values (factors) had the high...
H-Barrio Dec 29, 2020 6 min 2020: A Year in Perspective From the traditional investor's point of view 2020 has been a wild ride. Any passive or buy and hold strategy went through heart-shrinkin...
