I am currently researching quantitative trading strategies focused on equity markets and would like to share some insights on factor-based approaches. Momentum and value factors continue to demonstrate strong risk-adjusted returns in backtests, particularly when combined with volatility targeting mechanisms.
For those developing strategies, I recommend testing different lookback periods for signal generation and implementing robust position sizing rules. Transaction cost analysis should be integrated at all stages of strategy development to ensure realistic performance expectations.
Has anyone experimented with incorporating alternative data sources into traditional quant models? I'm particularly interested in how satellite imagery or social media sentiment might enhance predictive power for mid-cap stocks.
发表于 2025-9-17 15:16:46
