Systematic Long Short

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How To Creatively MVO Your Ranked Signals
Getting ranked inputs as a result of your signal generation process is really common. There’s just a tiny problem. Your portfolio optimiser wants you to…
 • Systematic Long Short
Understanding Crypto's Size Factor
If you are getting into statistical arbitrage in crypto and you are not thinking about the size factor, you are going to get fisted. There's a simple…
 • Systematic Long Short
The Design Of A Pure Alpha Yield From Sophisticated Agentic Strategies
OpenForage seeks to deliver institutional yield from sophisticated agentic strategies.
 • Systematic Long Short
For Those STILL Looking For Discord...
I can tell that about 30% of you should be in discord but are not.
 • Systematic Long Short
How To Build A Working Crypto Value Signal
This is another crypto signal that works! I am, of course, talking about the mighty value signal, but in crypto! It is mightily easy to construct, and…
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A Clear Explanation To Getting Neural Networks To Actually Work In Trading
Introduction
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The Statistical Factor Model That ACTUALLY Predicts Returns
The Problems With PCA Firstly, the factors have no stable meaning. PCA extracts whatever linear combination explains the most variance. This month…
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A Very Real, Very Smart 3 Sharpe Crypto Signal That Exploits Rebalancing Algorithms
Once you understand this signal, you will go, "That totally makes sense, why didn't I think of that?!" My goal is for you to realize that when a signal…
 • Systematic Long Short
An Introductory Methodology To Trade Index Rebalance Signals
This methodology for predicting index constituent changes delivered ~1 Sharpe with 71% accuracy when tested on DAX constituents. The signal uses…
 • Systematic Long Short

January 2026

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