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?
Anti-drawdown System
What mechanisms can be implemented to navigate financial storms as smoothly as possible, and what are their results?
Anti-drawdown System
What mechanisms can be implemented to navigate financial storms as smoothly as possible, and what are their results?
Is it easy to invest via Momentum?
What are the factors that make this strategy difficult to apply? Spoiler: Discipline is the key!