AI & Algo Trading

Backtesting a trading strategy on VeighNa

Find out why this open-source platform is the rising star of algorithmic trading

Sep 24 •

Edouard d'Archimbaud

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Profitable Price Impact: The Case of Convertible Bond Arbitrage

Original paper SSRN-id3426914.pdf Trading rules Focus on stocks from companies with convertible bonds marketed for over 1 day

Sep 9 •

Edouard d'Archimbaud

Lame-Duck CEOs

Original paper SSRN-id3193048.pdf Trading rules Investment universe: S&P 1500 firms

Sep 9 •

Edouard d'Archimbaud

The Price of Commodity Risk in Stock and Futures Markets

Original paper SSRN-id1785728.pdf Trading rules Select top 20% largest market-cap stocks from NYSE, AMEX, and NASDAQ

Sep 9 •

Edouard d'Archimbaud

Decomposing the Price-to-Book Ratio

Original paper SSRN-id2679401.pdf Trading rules Investment universe: 12,380 stocks listed on NYSE, AMEX, and NASDAQ (refer to Appendix B for inclusion…

Sep 9 •

Edouard d'Archimbaud

The Optimal Use of Return Predictability: An Empirical Analysis

Original paper SSRN-id677009.pdf Trading rules S&P 500 Market Timing: Harnessing VIX & COT Report Data Define open interest as total outstanding futures…

Sep 9 •

Edouard d'Archimbaud

Global Tactical Sector Allocation: A Quantitative Approach

Original paper SSRN-id1742422.pdf Trading rules Identify cyclical, defensive, and neutral sectors

Sep 9 •

Edouard d'Archimbaud

The Halloween Effect in US Sectors: Comment

Original paper SSRN-id1456357.pdf Trading rules Identify cyclical, defensive, and neutral sectors

Sep 9 •

Edouard d'Archimbaud

AI & Algo Trading

As an insider in Algo Trading and AI, I share my insights. I aim to help you become a professional quant trader and achieve financial independence. Go to the home page at https://edarchimbaud.com/ to discover the tools I make available to you.

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