July 17, 2016

Models and Strategies

Models and Strategies

I license and build portfolios of quant-based trading strategies. Portfolios can be  built from individual models or on top of machine learning one-to-many factor-based baskets.

Generally, I like to use one or two rules per model for long and short trades to avoid curve fitting.

See the portfolio of 17 strategies in 101 Trading Ideas for examples of individual strategies and the model in Decision Support for a machine learning example.

Call Henry Carstens, 503-701-5741 or hcarstens@henrycarstens.com for more information.