Quantitative Methods for Portfolio Optimization.
Welcome to the forefront of online trading and portfolio management, where innovation meets precision, powered by two revolutionary strategies redefining excellence in the financial sector. Our platform is not merely a tool but a meticulously crafted system at the intersection of technology and finance, informed by pioneering research.
Fractional Momentum Strategy
Based on the study "Momentum Without Crashes," our platform employs a sophisticated weighting scheme utilizing comprehensive price data over specified lookback periods. By applying the fractional-difference filter, a statistical transformation preserving data memory, this approach significantly enhances risk-adjusted returns and mitigates large drawdowns associated with classical momentum and short-term reversal strategies. The fractional momentum strategy is robust against transaction costs and other market frictions, delivering consistent excess returns across diverse asset classes and international markets.