trading-models · research Quantitative Research

Trading Models — Research

A portfolio of systematic trading models and the theory behind them — empirical model breakdowns and first-principles concept writeups, side by side.

Overview

This is the reading room for the trading-models repository. The work runs on two tracks, shown together below. The model breakdowns are end-to-end empirical papers — one per model, each carrying a hypothesis through a lookahead-safe backtest to a verdict, winners and negative results alike. The concept writeups are the theory those models rest on, derived from first principles before any backtest. Filter the cards below, or open either track's full catalogue for sorting; shared conventions live in methodology.md and the glossary. The build history behind it all — why each major change landed, what broke, and what fixed it — runs in the engineering devlog.

Kind
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Track 1 · EmpiricalModel Breakdowns6 papers full catalogue →
CLA-01 · Trend Following

The Moving-Average Crossover as a Lagged Trend Filter

The 50/200-day golden-cross rule on SPY, framed as a finite-impulse-response filter with explicit group delay. Why it earns a positive Sharpe yet cannot avoid a deep drawdown.

SPY daily, 2010–2024 · Sharpe +0.75 · Max DD −34% · working

ML-01 · Supervised Forecasting

Gradient-Boosted Forecasts of Next-Day Equity Returns

A second-order boosted-tree regressor on eight technical features. The information coefficient collapses out-of-sample; we reconcile a sub-50% hit rate with a positive Sharpe through the Fundamental Law of Active Management.

SPY daily, OOS 2022–2024 · Sharpe +0.96 · Max DD −12% · working

MIC-01 · Order Flow

Order-Flow Imbalance and the Decay of Price Impact

Trade-signed order-flow imbalance on minute-bar BTCUSDT across the 2024-08-05 crash. The continuation hypothesis is rejected; we derive why minute-frequency Sharpe is not comparable to the daily-bar papers and what the scale-invariant metrics say instead.

BTCUSDT 1-min, Aug 2024 · Hit rate 29.7% · Max DD −36% · negative result

ALT-01 · Attention

Search Attention as a Contrarian Signal for Bitcoin

A rolling z-score of "bitcoin" search interest, traded contrarian. We show the z-transform fails to strip the price-coincident component at weekly resolution, and that even the momentum inverse is untradeable once drawdown is accounted for.

Weekly BTC, 2021–2024 · Sharpe −0.30 · Max DD −80% · negative result

OPT-01 · Volatility Trading

Delta-Hedging and the Price of Realized Variance

A continuously delta-hedged long SPY call, priced at 18% implied vol. Its P&L is the dollar-gamma-weighted gap between realized and implied variance; it bleeds steadily through 2023–2024 because realized sat below implied — a loss the theory predicts before any backtest.

SPY daily, 2023–2024 · Sharpe −6.94 · Max DD −8% · demonstrator

OPT-02 · Event Volatility

When Is Earnings Volatility Cheap?

A long ATM straddle into scheduled earnings, completing the options strategy SSRN 5921742 specifies but declines to implement. Buying earnings vol loses to the volatility risk premium and the post-report IV crush; the only edge is a selection filter that trades only when the forecast move beats the implied one. On a synthetic Phase-1 surface even the filtered trades do not beat it.

Synthetic, NVDA 7 trades, 2023–2024 · Profit factor 0.82 · bootstrap p 0.83 · demonstrator

Track 2 · TheoryConcept Writeups2 notes full catalogue →

No entries match the selected filters.

codes CLA classical · ML machine learning · MIC microstructure · ALT alt-data · OPT options · CON concept note

SEE ALSO: repository · devlog · methodology.md · glossary.md · data-sources.md · latency-notes.md