Papers With Backtest: An Algorithmic Trading Journey
By Papers With Backtest
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Episodes: 80
Description
Welcome to Papers With Backtest, where data means profit in the world of algorithmic trading.
Each episode dives into backtests, real-life trading applications, and groundbreaking research that every aspiring quant should know.
Tune in to stay ahead in the algo trading game.
Our website: https://paperswithbacktest.com/
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| Episode | Date |
|---|---|
|
Backtesting Machine Learning Models
|
May 16, 2026 |
|
The Asset Growth Effect
|
May 09, 2026 |
|
Exploring Tactical Asset Allocation
|
May 02, 2026 |
|
Exploring Value and Momentum Everywhere
|
Apr 25, 2026 |
|
Exploring Quality Minus Junk
|
Apr 18, 2026 |
|
Enhancing Returns with Simple Trading Rules
|
Apr 11, 2026 |
|
Contrarian Approaches to Smart Beta
|
Apr 04, 2026 |
|
Insights from Analyst Coverage, Information, and Bubbles
|
Mar 28, 2026 |
|
Stock Performance and Market Reactions
|
Mar 21, 2026 |
|
Lottery-Related Anomalies
|
Mar 14, 2026 |
|
Web-Scraped Data in Algorithmic Trading Strategies
|
Mar 07, 2026 |
|
Transforming Web Data into Actionable Trading Rules
|
Feb 28, 2026 |
|
Research on Country and Industry Equity Indexes for Traders
|
Feb 21, 2026 |
|
How 13F Filings Reveal Profitable Alpha
|
Feb 14, 2026 |
|
Exploring CF Momentum
|
Feb 07, 2026 |
|
The Critical Role of Backtesting
|
Jan 31, 2026 |
|
Advertising's Influence on Stock Returns
|
Jan 24, 2026 |
|
Adaptive Moving Averages and Market Timing
|
Jan 17, 2026 |
|
Garbage In, Garbage Out: The Importance of Data Quality in Backtesting
|
Jan 10, 2026 |
|
Active vs. Passive Collar Strategies
|
Jan 03, 2026 |
|
Decoding Discretionary Accruals
|
Dec 27, 2025 |
|
The Essential Connection Between Earnings Quality and Trading Success
|
Dec 20, 2025 |
|
How Earnings Misreporting Impacts Investor Decisions
|
Dec 06, 2025 |
|
Accruals Anomaly: Why Institutional Investors Hesitate and What It Means for Traders
|
Nov 29, 2025 |
|
Percent Accruals and Stock Mispricing
|
Nov 22, 2025 |
|
Acceleration and Momentum Strategies
|
Nov 15, 2025 |
|
Absolute Strength Momentum
|
Nov 08, 2025 |
|
How Investor Sentiment Influences Long-Term Stock Performance Trends
|
Nov 01, 2025 |
|
Unusual Trading Volume
|
Oct 25, 2025 |
|
Abnormal Trading Volume: Key Findings on Stock Returns
|
Oct 18, 2025 |
|
Deep Learning vs. Traditional Methods: Enhancing Stock Return Forecasts in Japan's Financial Landscape
|
Oct 11, 2025 |
|
Combining Trading Signals
|
Oct 04, 2025 |
|
Inventory Management: Backtesting Optimal Quoting Strategies from Guillain's Influential Market Making Paper
|
Sep 27, 2025 |
|
Exploring the Ramadan Effect
|
Sep 20, 2025 |
|
Exploring the 52-Week High Effect
|
Sep 13, 2025 |
|
Exploring Seasonalities in Stock Performance
|
Sep 06, 2025 |
|
Decoding Stock Seasonality: How Heston and Sodka's Findings Transform Trading Strategies and Expected Returns
|
Aug 30, 2025 |
|
Analyzing Reversal Strategies and Market Regimes in Algorithmic Trading
|
Aug 23, 2025 |
|
How Short-Term Trends in Bonds Challenge Traditional Reversal Theories in Stocks
|
Aug 16, 2025 |
|
Exploring Big Data and Machine Learning in Algorithmic Trading: A Backtesting Perspective on Trading Signals
|
Aug 09, 2025 |
|
A Deep Dive into Two Centuries of Statistical Evidence for Successful Trend Following Trading Strategies
|
Aug 02, 2025 |
|
How to Optimize Returns with Antonacci's Six-Month Rule Across Diverse Asset Classes
|
Jul 26, 2025 |
|
How Momentum Trading Strategies Adapt to Changing Conditions in Algorithmic Trading
|
Jul 19, 2025 |
|
Moving Averages and Breakouts in Futures Trading
|
Jul 12, 2025 |
|
How the Secular Market Indicator Transforms Stocks and Gold Investment Strategies
|
Jul 05, 2025 |
|
Combining Risk Parity and Momentum
|
Jun 28, 2025 |
|
Exploring the 'Sell in May' Phenomenon: Insights from Historical Trading Research and Backtesting Strategies
|
Jun 21, 2025 |
|
Decoding the Low Volatility Anomaly: Historical Context and Modern Strategies for Algorithmic Trading Success
|
Jun 14, 2025 |
|
How Low Short Interest Stocks Can Enhance Your Algorithmic Trading Performance
|
Jun 07, 2025 |
|
Enhancing Sell in May Strategy with CAPE Ratio for Market Timing Success
|
May 31, 2025 |
|
Leveraging Sector Rotation and Federal Reserve Insights for Superior Investment Returns
|
May 24, 2025 |
|
Exploring Bitcoin Trading Strategies: Seasonality, Trend Following, and Mean Reversion
|
May 17, 2025 |
|
Dual Momentum: A Deep Dive into Gary Antonacci's Strategy
|
May 10, 2025 |
|
Exploring the Low Volatility Factor and Market Correlations for Better Performance
|
May 03, 2025 |
|
RSI Signals: Harnessing Market Trends and Timing
|
Apr 26, 2025 |
|
Return Asymmetry in Commodity Futures: A Strategic Approach
|
Apr 19, 2025 |
|
The 60-40 Portfolio: Dynamic Hedging Strategies for Modern
|
Apr 12, 2025 |
|
Protective Asset Allocation: A Dynamic Strategy for Modern Investors
|
Apr 05, 2025 |
|
Presidential Partisan Cycles: How Political Parties Impact Stock Returns
|
Mar 29, 2025 |
|
Trend-Following ETF Strategies for Everyday Algorithmic Traders
|
Mar 22, 2025 |
|
Momentum Versus Contrarian Strategies in Today’s ETF Landscape
|
Mar 15, 2025 |
|
How VIX Call Ladder Strategy Enhances Risk Management for Investors
|
Mar 08, 2025 |
|
Navigating Market Cycles: The Discipline of Asset Class Trend Following for Long-Term Success
|
Mar 01, 2025 |
|
Debunking Momentum Investing Myths: Insights from Asness, Frazzini, and Moskowitz's Research Paper
|
Feb 22, 2025 |
|
Exploring Momentum and Reversals: Insights from Jason Wei’s Groundbreaking Research Paper
|
Feb 15, 2025 |
|
Exploring the Payday Anomaly: Historical Trends and Strategic Investment Timing
|
Feb 08, 2025 |
|
Mastering Pairs Trading: A Deep Dive into International ETFs and Their Market Protection Mechanisms
|
Feb 01, 2025 |
|
Mastering Sector Momentum: Faber's Research on Rotational Trading Strategies
|
Jan 25, 2025 |
|
Exploring Momentum Effects: Trading Strategies from the MSCI World Index Analysis
|
Jan 18, 2025 |
|
Decoding Calendar Effects: Robust Statistical Findings for Algorithmic Trading Strategies and Risk Management
|
Jan 11, 2025 |
|
Maximizing Returns with Paired Switching: Insights from Backtesting
|
Jan 04, 2025 |
|
Exploring the January Barometer: Predicting Market Trends with Historical Accuracy and Backtested Strategies
|
Dec 28, 2024 |
|
Decoding the Turn-of-the-Month Phenomenon: Insights from Historical Data on Stock Returns and Trading Tactics
|
Dec 21, 2024 |
|
Exploring Seasonal Patterns: Treasury Returns, Equity Fluctuations, and Behavioral Insights in Trading Strategies
|
Dec 14, 2024 |
|
Exploring Time Series Momentum: A Deep Dive into Trading Strategies and Performance During Market Volatility
|
Dec 07, 2024 |
|
Does Trend Following Work on Stocks? Insights from Backtesting 24,000 Stocks and Key Trading Lessons Explored
|
Nov 30, 2024 |
|
The Low Volatility Factor Effect in Stocks and Its Impact on Investment Strategies
|
Nov 23, 2024 |
|
The Power of Sentiment Indicators in Overnight Stock Trading Anomalies
|
Nov 16, 2024 |
|
Exploring Pairs Trading: Historical Correlations and Market Efficiency Insights for Today's Algorithmic Traders
|
Nov 09, 2024 |
|
Exploring 'Betting Against Beta': Rethinking Risk, Reward, and Market Inefficiencies in Trading Strategies
|
Oct 25, 2024 |