
Papers With Backtest
@paperswbacktest
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Joined December 2023
📊 Weekly Strategy Leaderboard. 🏆 Top 3 this week:. 1. "When to Own Stocks and When to Own Gold" – +2.4%. 2. "Cross-Asset Skew" – +1.7%. 3. "Adaptive Asset Allocation: A Primer" – +1.5%. 📉 Worst: "Return Asymmetry in Commodity Futures" – -2.4%. 🔄 Updated every Friday. 🔗 Full.
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📈 Algo Trading News. 🔹 Alpaca Markets Evaluation for Algorithmic Traders.Alpaca Markets is recognized for its "developer-first" ethos, offering one of the most comprehensive APIs for algorithm trading, making it appealing for both beginner and advanced users if they are.
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📈 Consistent Performer. Strategy with the steadiest returns: "Momentum Effects in Country Equity Indices". ⚖️ 12-week Consistency Score: 0.75. 📅 Weekly Return: +0.0%. 🗓️ YTD Return: +21.8%. 🔗 Explore the backtest:
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📈 Algo Trading News. 🔹 Dynamic Algorithmic Trading in Cryptocurrency.A new BTC/EUR trading algorithm has been developed using Python, which focuses on leveraging multiple long and short signals. Since its initiation on August 8th, 2025, the algorithm has processed 18 trades.
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⚔️ Strategy Showdown. This week: "Betting Against Beta" vs "Does Trend Following Work on Stocks". 📅 7-day returns: "Betting Against Beta" = +3.0%, "Does Trend Following Work on Stocks" = +2.3%. 🏆 Winner: "Betting Against Beta". 🔗 See the full comparison:.
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📈 Algo Trading News. 🔹 Risks and Considerations in Martingale Strategies.A recent discussion highlights a user's profitable algorithm incorporating Martingale and RSI with Bollinger Bands strategies. While reporting positive results in a demo phase, other community members.
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😲 Surprise of the Week. The strategy that outperformed expectations: "Does Trend Following Work on Stocks". 📊 Weekly return: +2.3%. 📉 Historical average: -0.1%. 📈 Deviation: +0.8σ. 🔗 Backtest it here:
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📈 Algo Trading News. 🔹 Algorithmic Trading Strategy Assessments.In an analysis of a trading strategy focused on backtesting, users identify significant concerns about high drawdown (45%), low Sharpe ratio, and an alarming loss rate (83%). The insight is clear: before deploying.
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🚀 Top Strategy of the Week. This week’s best-performing strategy: "Does Trend Following Work on Stocks". 📈 Return: +3.5%. 📅 Period: Aug 22 – 29, 2025. 🔗 Try it here:
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📈 Algo Trading News. 🔹 Efficiency Gains in Crypto Data Collection for Algorithmic Trading.An advanced Python script designed for acquiring "no cost" crypto tick and bar historical data, particularly from centralized exchanges like Kraken, has been developed to facilitate more.
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📈 Algo Trading News. 🔹 Evaluation of SPX Ratio Spread Strategy on r/options.In a thread on r/options, a user explored the potential benefits of employing a SPX call front ratio spread strategy, highlighting a $900 credit per spread. This approach often involves selling two call.
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📈 Algo Trading News. 🔹 Data Resolution Consideration in Backtesting Trading Strategies.When it comes to selecting the right resolution of data for backtesting trading strategies, opinions on forums such as r/algotrading highlight a nuanced trade-off. While OHLC 5-minute data.
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📊 Weekly Strategy Leaderboard. 🏆 Top 3 this week:. 1. "Does Trend Following Work on Stocks" – +2.5%. 2. "Seasonality, Trend-following, and Mean reversion in Bitcoin" – +2.1%. 3. "Finding Consistent Trends with Strong Momentum – Rsi for Trend-Following and Momentum Strategies" –.
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📈 Algo Trading News. 🔹 Profitability Challenges in FX Trading.A Reddit user expressed challenges in achieving profitability while backtesting a trading strategy using the triple barrier method on FX markets. After accounting for the bid-ask spread and liquidation, the user.
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📈 Consistent Performer. Strategy with the steadiest returns: "Momentum Effects in Country Equity Indices". ⚖️ 12-week Consistency Score: 0.85. 📅 Weekly Return: +0.0%. 🗓️ YTD Return: +21.8%. 🔗 Explore the backtest:
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📈 Algo Trading News. 🔹 Evolving Preferences for Open-Source Trading Software.Discussions around open-source software for trading stocks reveal a diverse set of preferences. Users frequently mention Python integration with Alpaca as a favored choice for its simplicity and.
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🚀 7 new strategies just dropped on Papers With Backtest:.– Market timing.– Betting against correlation.– VAA.– Adaptive Asset Allocation.– Trend following.– Conservative Formula (India).– Earnings Drift. 👉
blog.paperswithbacktest.com
From market timing to earnings drift: seven fresh ideas to test, backtest, and deploy.
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From Indicators to Execution: Rebuilding the PWB Strategy Engine
blog.paperswithbacktest.com
The new Papers With Backtest workflow that takes you from signal discovery to live trading.
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⚔️ Strategy Showdown. This week: "Seasonality, Trend-following, and Mean reversion in Bitcoin" vs "Low-Volatility Strategy: Can We Time the Factor?". 📅 7-day returns: "Seasonality, Trend-following, and Mean reversion in Bitcoin" = +52.5%, "Low-Volatility Strategy: Can We Time.
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📈 Algo Trading News. 🔹 Developing Portfolios of Trading Algorithms.In discussions on establishing portfolios of algorithmic trading strategies, it's essential to focus on uncorrelated strategies to manage risk effectively. Diversification can be achieved through a mix of.
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