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Strategies

Folder: Strategies

10 items under this folder.

  • May 22, 2026

    0-1 Strategy

    • regime-switching
    • trading-strategy
    • hidden-markov-model
    • out-of-sample
  • May 22, 2026

    Buy-and-Hold Benchmark

    • markov-chain
    • backtest
    • transaction-costs
  • May 22, 2026

    Market Making

    • market-making
    • markov-decision-process
    • reinforcement-learning
    • transaction-costs
    • trading-strategy
    • backtest
    • out-of-sample
  • May 22, 2026

    Optimal Execution

    • optimal-execution
    • transaction-costs
    • markov-decision-process
    • trading-strategy
    • equities
  • May 22, 2026

    Random Walk Benchmark

    • markov-chain
    • backtest
    • out-of-sample
  • May 22, 2026

    Recurrent Reinforcement Learning Trading

    • reinforcement-learning
    • trading-strategy
    • markov-decision-process
    • out-of-sample
    • transaction-costs
    • forex
    • equities
  • May 22, 2026

    Regime-Based Asset Allocation

    • trading-strategy
    • regime-switching
    • hidden-markov-model
    • transaction-costs
    • out-of-sample
    • equities
  • May 22, 2026

    Style Factor Rotation

    • regime-switching
    • hidden-markov-model
    • trading-strategy
    • equities
    • profitability-claim
  • May 22, 2026

    Time Series Momentum

    • trading-strategy
    • futures
    • backtest
    • reinforcement-learning
  • May 22, 2026

    VWAP and TWAP Execution

    • optimal-execution
    • transaction-costs
    • trading-strategy
    • equities

Research by John Montgomery · SignalTrace

This vault is one of SignalTrace's primary-source research investigations — every claim traced to the document it came from. SignalTrace builds the same queryable, fully-cited knowledge graphs on commission.

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