HomeThe Black BookChapter 20

Chapter 20

Algorithmic and Quantitative Strategies

25 strategies in this chapter

1
Mean Reversion Z-Score Algorithm
2
Momentum Factor Algorithm
3
Statistical Arbitrage Pairs
4
Cointegration-Based Pairs Trade
5
Machine Learning Signal Trade
6
Neural Network Pattern Recognition
7
Random Forest Classification Trade
8
Sentiment Analysis Algorithm
9
Natural Language Processing News Trade
10
Reinforcement Learning Adaptive Strategy
11
Genetic Algorithm Optimized Strategy
12
Kalman Filter Trend Trade
13
Hidden Markov Model Regime Trade
14
Bayesian Probability Trade
15
Monte Carlo Simulation Trade
16
Walk-Forward Optimized Strategy
17
Regime Detection Algorithm
18
Volatility Clustering Algorithm
19
Fractal Dimension Trade
20
Hurst Exponent Trend/Mean Reversion
21
Entropy-Based Market State
22
Wavelet Analysis Trade
23
Fourier Transform Cycle Trade
24
Principal Component Analysis Trade
25
Factor Model Rotation

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