Strategy Quant — 2021

Max (Alpha) - (Risk * Lambda) - (Slippage^2)

Building a robust strategy involves more than just finding a profitable backtest; it requires a systematic "quant" workflow: StrategyQuant Strategy Building Process (forex) - StrategyQuant strategy quant

You lose money slowly (small drawdowns) and occasionally make money quickly. You learn to hate "Black Swan" events because they ruin your carefully calibrated covariance matrix. You learn to love boring, steady, high-Sharpe strategies that make 15 basis points a day with a 0.3% max drawdown. Max (Alpha) - (Risk * Lambda) - (Slippage^2)

Below is an overview of the platform's core functions and the "quant" development process it facilitates. What is StrategyQuant? strategy quant