Quant-Strategy-Development is a collection of algorithmic specifications and logic designs for quantitative trading strategies. Researched and developed by Yucheng Wang, this repository focuses on mathematical models, signal generation logic, and execution rules.
These algorithms serve as a robust blueprint for implementation and have been strictly backtested and verified for live market effectiveness on quantitative platforms such as Supermind and JoinQuant.
Note: This repository contains algorithmic pseudocode and logic flow documentation only. No executable source code is provided to protect proprietary intellectual property.
| ID | Strategy Name | Type | Core Hypothesis | Specification |
|---|---|---|---|---|
| 01 | Liquidity Enhanced Rotation | Global Macro | Illiquidity premium & Momentum | View Spec |
| 02 | RSRS Trend Arbitrage | Stat Arb | Regression slope strength vs Mean reversion | View Spec |
| 03 | Regime Switching Alpha | Adaptive | Sharpe based regime detection | View Spec |
| 04 | Seasonal Micro Cap | Factor Calendar | Calendar anomalies & Size factor | View Spec |
| 05 | Hybrid Risk Parity | Asset Alloc | Convex optimization (ERC) | View Spec |
The pseudocode follows a standard institutional format:
- Universe: Asset selection pool.
- Signal: Mathematical formula for entry and exit.
- Execution: Rebalancing and portfolio weighting rules.
Researched and Maintained by Yucheng Wang