#Strategy Quant

🧑🏻‍💻 Una métrica que muchos ignoran… y que te puede decir si tu sistema tiene una curva estable o va a golpes. En este Reel te explico qué es el RSquared, cómo lo uso en StrategyQuant, y por qué es clave para filtrar sistemas con lógica consistente. ➡️ No se trata solo de ganar, se trata de cómo gana el sistema. ➖➖➖➖➖ Jon Matilla 💼 Trader algorítmico y Gestor de capital. ➖➖➖➖➖➖➖➖➖➖➖➖➖ #trading #tradingalgoritmico #trader #darwinex #strategyquant

@strategyquant_official is in my opinion the best platform in the world to automate your systems and strategies without needing any coding experience! I’m in awe with all the statistical features and the simplicity behind it! Code SCALPING for 10% off link in bio.

Quantitative trading is a methodical puzzle. This intraday trading system focuses on Nasdaq futures, and deploys multiple models to generate alpha. It is a long/short system, and excels in trending environments. It is a positive skew trading system as indicated by the skew value on the right hand side of the frame. The strategy first establishes a volatility-scaled base position using multiple independent signal models. As price continues to move consistently in the same direction, the position is pyramided (hence the name “Cairo”) by incrementally increasing exposure at predefined persistence thresholds without exceeding the global risk budget structure. This is expressed mathematically at the center of the frame. The model has ran live since March of 2025 on over $8,000,000 of capital on the AlgoExchange platform. The performance shown here is simulated, with a large majority of the dataset being out of sample, and significantly outperforming the S&P 500 buy and hold return. Comment “Algo” if you’d like more information on this system and over a dozen more just like it. #quant #algorithmictrading #trading #algo

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Candlesticks tell roughly 1/43,000th of the orderflow story. Tens (or hundreds) of thousands of messages are sent to the exchange over the duration of a one minute candle, and you’ve likely never seen any of them, but numerous institutions are BUILT on level 3 data trading strategies. #quant #quanttrading #futurestrading #education

My favorite strategy to trade NQ. The 5 pt scalps add up! I go on crazy win streaks using this method🤑🤑

One of the most important equations in the world; when it came out in the 70s, it was a revolutionary concept, redefining the entire trading industry. Did you know this equation existed? Let me know in the comments and follow for more options theory! #quant #quantfinance #finance #optionstrading #options

Most traders look at one backtest and think they have an edge. That’s just luck. 🎲 ​Real quants use Monte Carlo simulations. By shuffling the daily returns of a BTC-USD strategy 25,000 times, we don't just see what did happen—we see everything that could have happened. Comment "Monte" for code repo to run the monte carlo for your own model. 🚨 ​The Red Line? That’s the 95% VaR (Value at Risk). If your strategy can survive that line, you might actually have an edge. #quantfinance #algorithmictrading #math #statistics #python

🚀 ¡Lanzamiento especial con precio reducido! 🚀 Aprende a crear estrategias automáticas con StrategyQuant y opera con ventaja. 📊🔥 📌 Cupos limitados + precio especial por poco tiempo 💬 Comenta "SQ" o escríbeme por DM para más info. #trading #enfoque #botdetrading #bot #strategyquant #algotrading

Comment “Astral” if you want my quant strategy! I’ll be sharing every quant algo I can find and turn them into deployable strategies I can make actual money out of. Follow for more! #quantfinance #quant #tradingstrategy

The Quant Curve application leverages mathematical frameworks from stochastic calculus, statistics, and financial engineering to drive simulations and analysis. 1. Market Simulation: Geometric Brownian Motion (GBM) Price action is generated using a standard model for stock price behavior. Stochastic Differential Equation (SDE): (Drift): DRIFT (α) slider and (Volatility): VOL (σ) slider. : A Wiener process. Simulation Formula (Discrete Time): Next price calculation uses the closed-form solution: where is a random variable from a Standard Normal Distribution generated via Box-Muller Transform. 2. Strategy Logic: Mean Reversion Alpha curve generation uses a technical trading strategy based on price deviations from a moving average. Simple Moving Average (SMA): LOOKBACK (τ) slider. Signal Logic: BUY when price is 2% below the mean and SELL when 2% above. 3. Performance Analytics Sharpe Ratio: Calculates excess return for extra volatility. Maximum Drawdown (Max DD): Measures the largest decline in portfolio value.

Insane strategy built with Quant📈