Performance Leaderboard
Real-time performance analytics of our top quantitative strategies
#1Volatility Trading
Volatility Risk Premium Harvesting Strategy
Sharpe
3.35
Return
-0.78%
Recent Trades
Dec 15LONG
-0.35%Dec 12LONG
-2.26%Dec 08LONG
+2.98%Dec 05LONG
+5.68%Nov 26LONG
+1.89%Nov 24SHORT
+3.56%Nov 19LONG
-1.08%Nov 19SHORT
-0.51%Nov 18SHORT
+3.06%Nov 17LONG
-1.48%Nov 14SHORT
+0.66%Nov 13LONG
-0.31%Nov 12SHORT
+5.50%Nov 12SHORT
-1.25%Nov 10LONG
+4.47%Nov 06LONG
-2.85%Nov 06SHORT
+5.33%Oct 27LONG
+2.43%Oct 21SHORT
+3.85%Oct 21LONG
+5.12%Oct 16LONG
-2.84%Oct 15LONG
-2.90%Oct 07LONG
+5.76%Oct 07SHORT
+4.10%Oct 06LONG
+3.13%Oct 01LONG
-2.17%Sep 26LONG
-3.33%Sep 17LONG
-1.03%Sep 15SHORT
-0.45%Sep 12LONG
+4.66%Sep 11LONG
-1.86%Sep 08LONG
+4.00%Sep 02LONG
-2.91%Sep 01LONG
+1.18%Sep 01LONG
+5.42%Aug 29LONG
+3.25%Aug 29SHORT
+4.66%Aug 25LONG
+4.24%Aug 25LONG
-1.74%Aug 21LONG
+1.98%Aug 20SHORT
+2.92%Aug 20LONG
+0.53%Aug 19SHORT
+1.16%Aug 19SHORT
+1.54%Aug 15LONG
-0.51%Aug 13LONG
-0.74%Aug 04LONG
-3.04%Jul 30SHORT
+3.36%Jul 30LONG
+4.69%Jul 28LONG
+1.99%Jul 25LONG
+1.46%Jul 22LONG
+1.01%Jul 18LONG
-1.20%Jul 16SHORT
+0.69%Jul 10SHORT
+1.35%Jul 09LONG
+3.46%Jul 09LONG
-2.68%Jul 08LONG
+2.45%Jul 07LONG
+0.87%Jul 03SHORT
+2.04%#2Statistical Arbitrage
Cross-Sectional Momentum with Risk Parity
Sharpe
3.27
Return
+19.04%
Recent Trades
Nov 28SHORT
+1.76%Nov 27SHORT
+3.32%Nov 27LONG
-0.50%Nov 27SHORT
+1.06%Nov 27LONG
-0.59%Nov 26SHORT
+4.02%Nov 26SHORT
-1.77%Nov 21SHORT
-2.39%Nov 20SHORT
-3.36%Nov 17LONG
+2.13%Nov 17LONG
-0.51%Nov 14SHORT
+1.52%Nov 12LONG
+1.48%Nov 10LONG
+4.48%Nov 07LONG
+2.62%Nov 07SHORT
+5.82%Nov 06LONG
+3.43%Nov 05LONG
+4.29%Nov 05SHORT
-0.60%Nov 03SHORT
+2.20%Nov 03LONG
-0.67%Oct 31SHORT
-0.88%Oct 30SHORT
+1.34%Oct 29LONG
+5.56%Oct 24LONG
+4.76%Oct 17SHORT
+1.11%Oct 16SHORT
-2.82%Oct 15LONG
+0.88%Oct 15SHORT
-0.84%Oct 14SHORT
-1.25%Oct 07SHORT
+5.44%Oct 06SHORT
-1.56%Oct 03SHORT
+0.73%Oct 03SHORT
+4.37%Sep 25SHORT
+2.43%Sep 25LONG
+2.05%Sep 25LONG
+4.34%Sep 24LONG
+3.96%Sep 24LONG
-1.18%Sep 19LONG
+5.08%Sep 18LONG
+5.49%Sep 18LONG
-0.51%Sep 15SHORT
+2.15%Sep 12LONG
+2.20%Sep 12LONG
-2.35%Sep 12LONG
+4.48%Sep 04SHORT
+3.43%Sep 04LONG
+0.75%Sep 01LONG
-1.36%Aug 28LONG
+5.35%Aug 28LONG
+2.68%Aug 27SHORT
+4.66%Aug 26LONG
+0.80%Aug 25SHORT
-1.41%Aug 25LONG
+1.48%Aug 20SHORT
+5.91%Aug 19LONG
-1.66%Aug 15LONG
+2.95%Aug 14LONG
+2.87%Aug 13LONG
-0.40%#3Factor Investing
Momentum Crash Protection with Managed Volatility
Sharpe
3.27
Return
+17.46%
Recent Trades
Dec 08LONG
+3.12%Nov 28LONG
-1.24%Nov 27LONG
+1.77%Nov 24LONG
-3.03%Nov 19LONG
-3.18%Nov 19SHORT
-0.80%Nov 13LONG
-2.99%Nov 11LONG
-0.74%Nov 11SHORT
-2.49%Nov 07SHORT
-2.49%Oct 29LONG
+1.55%Oct 29SHORT
-2.46%Oct 27SHORT
+2.06%Oct 24LONG
+1.18%Oct 23SHORT
+3.74%Oct 21LONG
+2.32%Oct 17LONG
+5.41%Oct 15LONG
+0.67%Oct 14LONG
+4.48%Oct 08LONG
+3.75%Oct 07SHORT
+4.65%Oct 06SHORT
+5.90%Oct 06LONG
-1.41%Oct 03LONG
-2.94%Sep 26LONG
+3.31%Sep 26LONG
-2.87%Sep 23LONG
-3.13%Sep 22SHORT
+4.45%Sep 19LONG
-2.04%Sep 12LONG
+3.99%Sep 04LONG
+1.81%Sep 03LONG
-3.19%Sep 01LONG
-1.05%Aug 29SHORT
+3.35%Aug 28LONG
-3.29%Aug 11SHORT
+3.80%Aug 11LONG
+4.27%Aug 11SHORT
+3.44%Aug 11LONG
+1.62%Aug 08SHORT
+5.89%Aug 08SHORT
+5.15%Aug 08LONG
-2.55%Jul 31LONG
-0.87%Jul 23SHORT
-2.50%Jul 22LONG
+5.05%Jul 21SHORT
+1.00%Jul 17LONG
-2.00%Jul 14SHORT
+5.59%Jul 11SHORT
-1.28%Jul 10LONG
+5.10%Jul 07LONG
-2.62%Jul 02LONG
-1.05%Jul 01LONG
-2.74%Jun 30LONG
-1.59%Jun 30LONG
+4.88%Jun 25SHORT
+1.58%Jun 24LONG
+2.27%Jun 24LONG
+0.99%Jun 20LONG
-0.93%Jun 16SHORT
-1.05%#4Volatility Trading
Factor Rotation Based on Economic Cycles
Sharpe
3.23
Return
+26.36%
Recent Trades
Dec 03SHORT
-0.96%Dec 01LONG
+2.48%Nov 26LONG
-2.58%Nov 24LONG
+2.67%Nov 24LONG
+4.67%Nov 20LONG
+4.91%Nov 20LONG
-3.27%Nov 13SHORT
+4.82%Nov 06LONG
-1.39%Nov 04LONG
+4.82%Oct 31SHORT
-3.14%Oct 29SHORT
-1.40%Oct 27LONG
-1.14%Oct 27SHORT
-3.01%Oct 22LONG
-1.36%Oct 21LONG
-2.06%Oct 21SHORT
+4.55%Oct 21SHORT
-2.28%Oct 21LONG
-0.78%Oct 21LONG
+3.20%Oct 20LONG
-1.80%Oct 17LONG
+2.85%Oct 16LONG
-2.53%Oct 15SHORT
+5.71%Oct 14SHORT
-3.27%Oct 14SHORT
+5.02%Oct 13LONG
-2.86%Oct 13LONG
-0.98%Oct 09LONG
+2.83%Oct 09LONG
-1.25%Oct 09SHORT
-1.38%Oct 09SHORT
-0.85%Oct 08LONG
+3.60%Oct 08SHORT
-2.65%Oct 07LONG
+5.25%Oct 06LONG
+2.58%Oct 03LONG
-2.26%Oct 03LONG
+4.24%Oct 01LONG
+3.97%Sep 30LONG
-3.31%Sep 29LONG
-2.96%Sep 24SHORT
-2.42%Sep 24SHORT
-1.97%Sep 23LONG
+3.20%Sep 19LONG
+1.71%Sep 18LONG
+0.99%Sep 15LONG
+5.25%Sep 12SHORT
+1.46%Sep 12SHORT
-1.34%Sep 09LONG
+1.42%Sep 09LONG
-3.19%Sep 09SHORT
-2.38%Sep 08SHORT
+1.03%Sep 04LONG
+2.31%Aug 28LONG
-2.57%Aug 28SHORT
+4.95%Aug 27SHORT
+2.82%Aug 27LONG
+3.61%Aug 26SHORT
-3.22%Aug 22LONG
+2.66%#5Factor Investing
Multi-Factor Smart Beta Portfolio Construction
Sharpe
3.22
Return
-6.05%
Recent Trades
Dec 05LONG
+3.52%Dec 04SHORT
+5.65%Dec 03SHORT
-3.22%Dec 02LONG
-2.14%Dec 01LONG
+3.41%Nov 28SHORT
-0.69%Nov 27LONG
+4.13%Nov 25LONG
+1.72%Nov 25LONG
+3.83%Nov 25LONG
+2.24%Nov 24LONG
-3.09%Nov 24SHORT
+1.98%Nov 24LONG
+3.82%Nov 19LONG
+5.90%Nov 18LONG
+4.32%Nov 18SHORT
+0.73%Nov 17LONG
-1.10%Nov 14LONG
+1.01%Nov 14LONG
-2.27%Nov 10LONG
+3.64%Nov 06SHORT
-0.57%Nov 04LONG
-1.52%Nov 03LONG
-0.60%Oct 29LONG
-3.13%Oct 27SHORT
-2.59%Oct 23SHORT
+1.92%Oct 20LONG
+0.50%Oct 20SHORT
-2.01%Oct 17LONG
+5.78%Oct 16SHORT
+4.02%Oct 16SHORT
+1.21%Oct 15LONG
+5.86%Oct 14SHORT
-1.31%Oct 13LONG
+4.20%Oct 13SHORT
+1.47%Oct 10LONG
+4.64%Oct 08LONG
+4.64%Oct 07SHORT
+4.69%Oct 06SHORT
-1.77%Oct 06LONG
+2.38%Oct 02LONG
+4.01%Sep 26SHORT
-0.48%Sep 24LONG
+2.15%Sep 19LONG
+1.25%Sep 18SHORT
+5.07%Sep 11LONG
+5.67%Sep 11LONG
-3.14%Sep 09SHORT
+2.52%Sep 09LONG
+5.46%Sep 04LONG
+4.72%Sep 03SHORT
+2.57%Aug 27SHORT
-1.96%Aug 27SHORT
-3.20%Aug 26SHORT
-1.79%Aug 25LONG
-2.76%Aug 22LONG
+4.25%Aug 22SHORT
-0.80%Aug 22LONG
+3.90%Aug 20SHORT
+2.61%Aug 20LONG
-1.31%