Newsletter - 30/08/2025
Hello everyone,
This month of August has been negative both on Europe and USA. Here are the gross performances of
Newsletter - 31/07/2025
Hello everyone,
This month of July has been quite positive both on Europe and USA. Here are the gross performances
Newsletter - 30/06/2025
Hello everyone,
This month of June has been very positive both on Europe and USA. Here are the gross performances
Newsletter - 31/05/2025
Hello everyone,
This month of May has been finally very positive both on Europe and USA. Here are the gross
New algo !
Hello everyone,
I took advantage of some free time over the past few weekends to improve a few things in
Newsletter - 30/04/2025
Hello everyone,
This month of April has been hectic but finally very positive both on Europe and USA. Here are
Newsletter - 31/03/2025
Hello everyone,
This month of March has been neutral on Europe and quite negative on the USA. Here are the
Newsletter - 28/02/2025
Hello everyone,
This month of February has been positive on Europe and negative on the USA. Here are the gross
What is Momentum?
Several academic studies document the outperformance of Momentum, but what is the strategy in practice and how can it be optimized?
Algorithm and Backtest
How to develop an effective algorithm, avoid survivorship bias, and which stock basket to focus on to optimize performance?