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IDA Seminar - Final

Our searching algorithm.

7 responses

Our trading algorithm for the pairs (in this example with the SOL-JASO pair from the final presentation)

Our work on entry/exit signal for pairs trading using Kalman filters
(the results are still improvable, see our paper for a more advanced discussion, but this is our actual progress)

Trading algorithm based on the double short strategy of a bearish & a bullish leveraged ETF (NUGT & DUST)

Trading algorithm exploiting the tracking error based on the strategy from Dr. Brett Steenbarger

EEM Strategy

VIX Strategy

Double short strategy