Quant Planning 

Strategy Ideation

  1. Use sources
    1. Ssrn.com, forexfactory.com, 
    2. strategy consultation with advisors,
    3. Data gathering via Quants
  2. Strategies to evaluate on assets
    1. Sell in May and go away 
    2. January effect
    3. If the market rises for two days then it will continue to rise
    4. Buy and hold quality stocks
    5. Mean-reversion
    6. Trend following
    7. Buy when there is a mild gap-down opening
    8. Choose other strategies from SSRN.com or from forexfactory.com

Strategy workflow

Data Gathering (Fetch reliable asset information)

Data Analysis (Generate Tradable Signals)

Technical Indicator Strategies 

  1. Ichimuku Kinku Hyu Signals
  2. Moving average ribbon signals
  3. MACD & Momentum Signal
  4. Bollinger Band signals
  5. Economic news and Calendar signals
  6. Multi-timeframe trend, support/resistance break-out, volume signal combination
  7. Chart pattern (triangle, wedge) and Volume combination signal
  8. Multi-timeframe trend, candle stick patterns signal
  9. Low, High of Mon/Tue trading system signal

Strategy Performance Evaluation

  1. Metrics
    1. Sharpe ratio
    2. Returns
    3. Volatility
    4. Sortino Ratio
    5. Max Drawdown
  2. How to ?
    1. Back test
    2. Optimize
    3. Paper Trade
    4. Live trade