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Combining Trading Signals
Are you relying on a single trading signal to navigate the complexities of the foreign exchange market? If so, you might be missing out on the poten…
7 months ago
Inventory Management: Backtesting Optimal Quoting Strategies from Guillain's Influential Market Making Paper
How can market makers navigate the treacherous waters of inventory risk while still capitalizing on the bid-ask spread? In this riveting episode of …
7 months, 1 week ago
Exploring the Ramadan Effect
What if we told you that during the Muslim holy month of Ramadan, stock returns in 14 predominantly Muslim countries soar to nearly nine times greate…
7 months, 2 weeks ago
Exploring the 52-Week High Effect
Have you ever wondered why stocks that are near their 52-week highs tend to outperform those that are not? In this enlightening episode of the Paper…
7 months, 3 weeks ago
Exploring Seasonalities in Stock Performance
Have you ever wondered if the seasonal patterns in stock returns are a result of risk or mere mispricing? In this episode of Papers With Backtest: A…
8 months ago
Decoding Stock Seasonality: How Heston and Sodka's Findings Transform Trading Strategies and Expected Returns
Have you ever wondered if there's a hidden rhythm to stock returns that could revolutionize your trading strategies? In this riveting episode of Pape…
8 months, 1 week ago
Analyzing Reversal Strategies and Market Regimes in Algorithmic Trading
Are you aware that some algorithmic trading strategies can yield an average daily return of 0.05%? In this episode of the Papers With Backtest podcas…
8 months, 2 weeks ago
How Short-Term Trends in Bonds Challenge Traditional Reversal Theories in Stocks
What if the key to unlocking consistent profits in algorithmic trading lies in the short-term momentum of bonds? Join us in this compelling episode o…
8 months, 3 weeks ago
Exploring Big Data and Machine Learning in Algorithmic Trading: A Backtesting Perspective on Trading Signals
Are you ready to unlock the secrets of algorithmic trading and harness the power of big data and machine learning? In this enlightening episode of th…
9 months ago
A Deep Dive into Two Centuries of Statistical Evidence for Successful Trend Following Trading Strategies
Can trend following strategies truly outperform random chance in the world of algorithmic trading? Join us in this enlightening episode of Papers Wit…
9 months, 1 week ago