Strategy Library
7 quantitative strategies across momentum, mean-reversion, arbitrage, and machine learning.
Mean Reversion
Pair Trading
Profit from temporary price divergences between related assets
Holding Period: Days to weeks
Momentum
TSMOM
Ride trends - what went up keeps going up
Holding Period: 1 month (rebalanced monthly)
Arbitrage
Triangular Arbitrage
Exploit pricing inconsistencies across three related currency pairs
Holding Period: Hours to days
Mean Reversion
Cross-Asset Pairs
Trade asset pairs connected by real economic relationships
Holding Period: Days to weeks
Mean Reversion
Cointegration Basket
Find stationary combinations across multiple assets simultaneously
Holding Period: Days to weeks
Machine Learning
XGBoost ML
Machine learning predicts price direction using dozens of market features
Holding Period: 5 days (rebalanced periodically)
Regime Detection
HMM Regime
Automatically detect market regimes and adjust strategy allocation
Holding Period: Varies by underlying strategy