Rotating Inversely Correlated Assets – NIFTY and USDINR

Over the last 15 years the economy of India has boomed and it has been reflected in the NIFTY index. The NIFTY has grown 7x since 1998 as the country has grown its exports. According to the UN the one of the primary exports of India are high value services which contributes 30% to their […]

RSI Indicator with Martingale Position Sizing

Martingale is a bet sizing technique for increasing odds of winning at the expense of increased risk. The classic example is a coin flipping game where the gambler doubles his bet if he loses, in the hopes of making back any losses to break even. He will continue doubling his bet through subsequent losses until […]


The Importance of Benchmarking

There are two different techniques for measuring your strategy performance; relative and absolute performance. Before you design your strategy its important to define your metrics for success. As you iterate through strategy ideas this will help you know where you need to improve. An absolute return strategy aims to make a consistent steady return independent […]


Three Common Implementation Mistakes

In our work at QuantConnect wehave helpedwith thousands of budding quants over the years. Our algorithm development terminal is a powerful backtesting platform that allows members to design strategies on 15 years of past equities data. We see several very common mistakes in even the most basic strategies. For our latest free video tutorial […]


7 Tips For Fixing Your Strategy Backtesting a Q&A With Top Quants

Strategy backtesting is a mix of art and science. Quants who rely too much on science will fall victim to the infamous Curve Fitting phenomenon. While some quants who overcompensate on their artistic balance will create disillusioned theories that back their models. We created this post to compile leading quants’ perspectives on strategy backtesting covering […]