Trading Strategies
Comprehensive educational suite of quantitative trading models powered by machine learning, technical analysis, and macro-economic intelligence.
Educational Trading Platform • Learn quantitative market analysis through hands-on simulation • €15/month subscription for comprehensive access
Advanced Risk Simulation
Monte Carlo simulation with 5,000 pathways to analyze potential outcomes and risk scenarios. Specialized in tail risk assessment and extreme scenario modeling for comprehensive risk management. Essential for understanding portfolio risk exposure in volatile markets.
- Monte Carlo simulation with 5,000 pathways
- GARCH volatility modeling
- Value-at-Risk (VaR) & CVaR analysis
- Bootstrap confidence intervals
- Extreme event risk assessment
Easy Trend Factor
Combines trend strength, directional consistency, and volatility patterns to evaluate trend quality with numerical scoring. Works across all market types with clear scoring system. Provides actionable trend quality assessment for educational trading decisions.
- Directional consistency analysis (30% weight)
- NATS – Normalized Average True Strength (50% weight)
- Volatility ratio penalty (20% weight)
- Clear numerical scoring (-0.2 to +0.4 range)
- Multi-timeframe calculation (20-252 days)
Multi-Class Timing Model
Advanced machine learning model with 4-class probability distribution for 5-day forward market predictions using Random Forest algorithm and comprehensive indicator analysis.
- Random Forest machine learning algorithm
- 4-class probability distribution output
- Market classification and confidence assessment
- Pattern recognition from historical data
- Net Score from last 5 daily predictions
Multi-Factor Macro Model
Advanced machine learning strategy combining macro-economic indicators with technical analysis for strategic 1-year positioning decisions and portfolio allocation guidance.
- Random Forest machine learning with macro integration
- Federal Funds Rate, CPI, and Yield Curve analysis
- Technical analysis integration (MA, ATR, MACD)
- Volatility-based scoring system
- Strategic positioning recommendations
Trend Persistence Score
Risk-adjusted trend analysis combining Sharpe ratio with directional consistency to evaluate trend quality and persistence using institutional-grade methodology.
- Risk-free rate integration (T-bill fetching)
- Sharpe ratio calculation for risk adjustment
- Directional consistency measurement
- Formula: TPS = Sharpe Ratio × Directional Consistency
- 20-day analysis window for optimal sensitivity
Start Your Trading Education Journey
Each strategy offers unique insights into market analysis and risk management. Combine multiple approaches for comprehensive market understanding and educational value.
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