My Projects

A collection of my work in quantitative research, showcasing strategy development, backtesting, and data analysis.

QQQ LS Strategy based on SMA, Volatility and Kurtosis

QQQ LS Strategy based on SMA, Volatility and Kurtosis

This strategy initiates long positions on QQQ during bullish market periods characterized by low risk. Market sentiment is determined using SMA, while risk is assessed through a composite of Implied Volatility, Realized Volatility, and Kurtosis.