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Research Papers — Direct Downloads
- QuanTip: Improving Performance with Fast Alphas; A Tactical Overlay for Intraday Trend Trading — Alberto Pagani, Carlo Zarattini | View on SSRN | Download PDF
- The Tranching Dilemma. A Cost-Aware Approach to Mitigate Rebalance Timing Luck in Factor Portfolios — Carlo Zarattini, Alberto Pagani | View on SSRN | Download PDF
- ChatGPT in Systematic Investing - Enhancing Risk-Adjusted Returns with LLMs — Nikolas Anic, Andrea Barbon, Ralf Seiz, Carlo Zarattini | View on SSRN | Download PDF
- The Volatility Edge: A Dual Approach For VIX ETNs Trading — Carlo Zarattini, Andrew Aziz, Antonio Mele | View on SSRN | Download PDF
- Catching Crypto Trends; A Tactical Approach for Bitcoin and Altcoins — Carlo Zarattini, Alberto Pagani, Andrea Barbon | View on SSRN | Download PDF
- Does Trend-Following Still Work on Stocks? — Carlo Zarattini, Alberto Pagani, Cole Wilcox | View on SSRN | Download PDF
- The Power Of Price Action Reading — Carlo Zarattini, Marios Stamatoudis | View on SSRN | Download PDF
- A Century of Profitable Industry Trends — Carlo Zarattini, Gary Antonacci | View on SSRN | Download PDF
- Beat the Market: An Effective Intraday Momentum Strategy for S&P500 ETF (SPY) — Carlo Zarattini, Andrew Aziz, Andrea Barbon | View on SSRN | Download PDF
- A Profitable Day Trading Strategy For The U.S. Equity Market — Carlo Zarattini, Andrea Barbon, Andrew Aziz | View on SSRN | Download PDF
- The Art of Financial Illusion: How to Use Martingale Betting Systems to Fool People — Carlo Zarattini, Andrew Aziz | View on SSRN | Download PDF
- Volume Weighted Average Price (VWAP) The Holy Grail for Day Trading Systems — Carlo Zarattini, Andrew Aziz | View on SSRN | Download PDF
- Can Day Trading Really Be Profitable? — Carlo Zarattini, Andrew Aziz | View on SSRN | Download PDF
