Strategy Overview:
- Objective: The investment strategy aims to leverage trends within the constituents of a selected ETF, likely the S&P 500, employing a blend of trend analysis, risk assessment, and portfolio optimization techniques.
- Alpha Model (CalculateTrendIndicators): It identifies high-performing securities by assessing their historical performance in relation to moving average, focusing on top 10% of securities.
- Risk Model (CalculateRiskParameters): Estimates expected returns and covariance matrices of selected securities using historical price data to effectively manage risk.
- Portfolio Construction (OptimizePortfolio): Utilizes the Black-Litterman model to optimize portfolio weights based on expected returns and covariance matrices.
- Trade Execution (Execute_Trades): Executes trades to adjust portfolio holdings according to optimized weights, ensuring alignment with the strategy's objectives.
- Rebalancing: Monthly rebalancing is employed, reflecting the strategy's responsiveness to evolving market conditions and trends.
Investment Thesis:
- Trend Following: The strategy seeks to capitalize on historical price trends within the chosen ETF's constituents, indicating a belief in the persistence of such trends over time.
- Risk Management: Emphasizes risk management through diversification and optimizing portfolio weights based on risk-adjusted returns, aiming to enhance long-term performance.
- Quantitative Approach: Relies entirely on quantitative models rather than subjective analysis, demonstrating confidence in the effectiveness of mathematical methodologies in generating alpha.
- Monthly Rebalancing: Monthly rebalancing underscores the strategy's systematic approach to portfolio management, adapting to evolving market dynamics over relatively short time frames.
- Leverage: With a leverage set to 2.0, the strategy amplifies potential returns, albeit with increased risk, reflecting a balanced approach to risk and reward.
Quant League Competitions
Competition entry updated by Aditya Jagdish Chauhan
Quant League Competitions
Competition entry updated by Aditya Jagdish Chauhan
Quant League Competitions
Competition entry updated by Aditya Jagdish Chauhan
Quant League Competitions
Competition entry updated by Aditya Jagdish Chauhan
Quant League Competitions
Competition entry updated by Aditya Jagdish Chauhan
Quant League Competitions
Competition entry updated by Aditya Jagdish Chauhan
Quant League Competitions
Competition entry updated by Aditya Jagdish Chauhan
Aditya Jagdish Chauhan
The latest algorithm offers a more dynamic rebalance structure. Rather than focusing on a monthly rebalance the algorithm now focuses on equity drawdown.Â
Quant League Competitions
Competition entry updated by Aditya Jagdish Chauhan
Quant League Competitions
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