Systematic Strategies LLC

10/10/2022

Introducing a new online course on Quantitative Research & Trading
https://lnkd.in/ekR4EcvS

05/01/2019

  This algorithm builds on the research by Stoikova and Avelleneda in their 2009 paper "High Frequency Trading in a Limit Order Book", 2009 and ex

02/21/2019

Pairs Trading Part 2: Practical Considerations

Pairs Trading = Numbers Game One of the first things you quickly come to understand in equity pairs trading is how important it is to spread your risk. The r

02/18/2019

Part 1 - Methodologies It is perhaps a little premature for a deep dive into the Gemini Pairs Trading strategy which trades on our Systematic Algotrading platf

01/11/2019

A stock screener for world-wide equity markets

Happy New Year to my readers. I recently pitched a consulting project that entailed building a stock screener that would apply both fundamental and techn

10/23/2018

MATH-TWS connects Mathematica to Interactive Brokers Trader Workstation

Mathematica can now connect to Interactive Brokers Trader Workstation At long last, it's here! MATH-TWS is a new Mathematica package that connects Wolfram

10/13/2018

Testing cointegration out of sample with Johansen...

The Low Power of Cointegration Tests One of the perennial difficulties in developing statistical arbitrage strategies is the lack of reliable methods of estima

10/02/2018

Quant Strategies in 2018 - Performance Review

Quant Strategies - Performance Summary Sept. 2018 The end of Q3 seems like an appropriate time for an across-the-piste review of how systematic strategies ar

09/18/2018

Beating the S&P500 Index with a Low-Convexity Portfolio

What is Beta Convexity? A primer on beta convexity and its applications is given in the following post:          

09/04/2018

Systematic Algotrading Results for Aug 2018
See Leaderboard for more details: https://systematic.autotradenow.com/selector

08/29/2018

This note summarizes some of the key research in the field of market microstructure and considers some of the models proposed by the researchers. Many of the ideas presented here have become widely adopted by high frequency trading firms and incorporated into their trading systems.

This note summarizes some of the key research in the field of market microstructure and considers some of the models proposed by the researchers. Many of the id

08/27/2018

Our Strategy Manager Program

Our goal is to help Strategy Managers build a track record and gain traction with a potential audience of over 100,000 members. After a period of 6-18 months we will offer successful managers a position as a PM at Systematic Strategies and offer their strategies in our quantitative hedge fund. Alter...