InGradient GrowthbyDr. Lester Leong·Just nowA 20% Cash Reserve Cut the Peak Loss to 30.1%, but Growth Fell to 13.5%I tested 10% and 20% SHV reserves against SPY from 2016 through 2025, with staged buys at 10%, 20%, and 30% drawdowns and…
The Third Moment·2h agoWhat a Drawdown Stop Does to a Skilled Portfolio ManagerWe simulate managers with a known edge under a 5% cut and a 7.5% stop and follow who keeps the job and who gets paid.
Kryptera·2h agoRank 10 ETFs by Momentum, Size Them by Risk: A 2007–2026 Backtest vs SPYA 19-year backtest of Adaptive Asset Allocation against SPY
Simone Menaldo·8h agoDifferential Machine Learning: Learning Prices and Sensitivities JointlyAbstract
Harry Nguyen·9h agoVietnam’s VN30 Index Is Lying to You — Here’s the ProofHow five Vingroup-affiliated tickers inflate Vietnam’s headline benchmark and mask a declining market
Navnoor Bawa·23h agoJim Simons’s Medallion Charged 5% and 44%. Sharpe Ratio Math Says the 5% Did More Damage.The fee everyone quotes on Jim Simons’s Medallion Fund took the most money and did the least damage to its risk adjusted return.
The Third Moment·1d agoWhy a Good Order Book Signal Can Lose Money Once You Pay the SpreadWe build a limit order book simulator in Python, find a signal that predicts the next tick, and follow what happens when you trade it.
PyQuantLab·1d agoWhat Happens to Your Trading Idea When You Actually Test It?Pick a strategy, change one setting, and see which trades move the result. All inside PyQuantLab Backtester.
Kryptera·1d agoI Rotated Through 13 ETFs for 19 Years. It Beat SPY in Only 6 of ThemA 19-year test of a 13-ETF momentum rotation against SPY buy & holdA response icon4A response icon4
RadientBrain·1d agoSoftBank’s $50 Billion Malaysia Bet: Is Masayoshi Son Preparing for the Next AI Gold Rush, or…As SoftBank faces a brutal market correction, OpenAI’s fundraising challenges and growing resistance to AI data centers in America, its…A response icon2A response icon2
