AlgoEdge Insights

Most Recent

Oct 8, 2026

•

10 min read

The Research Desk: LLaMA vs ARIMA. I Reproduced It, and ARIMA Won Every Asset

Oct 6, 2026

•

9 min read

I Tested a Physics Indicator That Claims to Spot Clean Trends. Here's What It Really Measures

Oct 4, 2026

•

13 min read

The Research Desk: I Built the 5-Agent Finance System From an EMNLP 2025 Survey

Oct 2, 2026

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9 min read

The Research Desk: We Rebuilt an NYU Order Book Paper. Here's What Held Up

Sep 28, 2026

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4 min read

New Section: The Research Desk — Can Deep Learning Actually Predict Prices From the Order Book?

Sep 26, 2026

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5 min read

The Turn-of-the-Month Effect Is Real. I Tested It on 26 Years of SPY to Prove It.

Sep 22, 2026

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6 min read

A Robust Pairs Trading Strategy With KO and PEP in Python

Sep 18, 2026

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4 min read

I Backtested the Classic RSI(2) Mean-Reversion Strategy on 26 Years of SPY. 181 Trades, 82% Win Rate — Here's the Honest Result.

Sep 16, 2026

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4 min read

I Built a 3-Factor Stock-Ranking Model on 29 Mega-Caps. The Best Single Factor Beat My "Smarter" Combined Model.

Sep 13, 2026

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5 min read

The Calm Before the Storm: Trading Silver's Volatility Squeezes

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The 'Do Less' Strategy: Hold Less Stock When Markets Get Wild

Oct 10, 2026

•

8 min read

The 'Do Less' Strategy: Hold Less Stock When Markets Get Wild

A famous 2017 paper says cutting exposure after wild months boosts risk-adjusted returns. I tested it on 32 years of SPY: the crash protection is real, the extra return mostly isn't.

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I unveil for FREE the simple strategy that allows me and a lot of traders to make at least 10% profits on single quick trades with examples — $BNTC $IHT $WISH

Algorithmic Trading Strategies

5 Strategies in Quant Trading Algorithms

Sep 7, 2025

•

8 min read

5 Strategies in Quant Trading Algorithms

Trading

Sep 4, 2025

•

18 min read

After 3 years of trading, I am proud to say I have achieved (measured and proven) consistent profitability!

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Latest Posts

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Visit AlgoEdge Research

Oct 10, 2026

•

8 min read

The 'Do Less' Strategy: Hold Less Stock When Markets Get Wild

A famous 2017 paper says cutting exposure after wild months boosts risk-adjusted returns. I tested it on 32 years of SPY: the crash protection is real, the extra return mostly isn't.

The Research Desk: LLaMA vs ARIMA. I Reproduced It, and ARIMA Won Every Asset

Oct 8, 2026

•

10 min read

The Research Desk: LLaMA vs ARIMA. I Reproduced It, and ARIMA Won Every Asset

A 2025 paper says LLaMA out-forecasts ARIMA. I rebuilt it on 10 assets: ARIMA won all 10, and the news prompt was seeing the day it was predicting.

I Tested a Physics Indicator That Claims to Spot Clean Trends. Here's What It Really Measures

Oct 6, 2026

•

9 min read

I Tested a Physics Indicator That Claims to Spot Clean Trends. Here's What It Really Measures

Permutation entropy claims to tell you when the market is orderly enough to trade. I tested it on 10 ETFs over 20 years, three different ways.

The Research Desk: I Built the 5-Agent Finance System From an EMNLP 2025 Survey

Oct 4, 2026

•

13 min read

The Research Desk: I Built the 5-Agent Finance System From an EMNLP 2025 Survey

An EMNLP 2025 survey mapped how LLM agents are used across finance. I built the full 5-agent pipeline on real company filings — and the failure mode the paper predicts showed up as a bug in my own output.

The Research Desk: We Rebuilt an NYU Order Book Paper. Here's What Held Up

Oct 2, 2026

•

9 min read

The Research Desk: We Rebuilt an NYU Order Book Paper. Here's What Held Up

We rebuilt the Kolm/Turiel/Westray order-flow paper on 10 real Nasdaq stocks. Most of it held up exactly.

New Section: The Research Desk — Can Deep Learning Actually Predict Prices From the Order Book?

Sep 28, 2026

•

4 min read

New Section: The Research Desk — Can Deep Learning Actually Predict Prices From the Order Book?

A real paper on deep learning and order-book predictability, why retail traders structurally can't replicate it, and the honest retail-feasible test I ran instead

Most Recent

The Research Desk: LLaMA vs ARIMA. I Reproduced It, and ARIMA Won Every Asset

I Tested a Physics Indicator That Claims to Spot Clean Trends. Here's What It Really Measures

The Research Desk: I Built the 5-Agent Finance System From an EMNLP 2025 Survey

The Research Desk: We Rebuilt an NYU Order Book Paper. Here's What Held Up

New Section: The Research Desk — Can Deep Learning Actually Predict Prices From the Order Book?

The Turn-of-the-Month Effect Is Real. I Tested It on 26 Years of SPY to Prove It.

A Robust Pairs Trading Strategy With KO and PEP in Python

I Backtested the Classic RSI(2) Mean-Reversion Strategy on 26 Years of SPY. 181 Trades, 82% Win Rate — Here's the Honest Result.

I Built a 3-Factor Stock-Ranking Model on 29 Mega-Caps. The Best Single Factor Beat My "Smarter" Combined Model.

The Calm Before the Storm: Trading Silver's Volatility Squeezes

The 'Do Less' Strategy: Hold Less Stock When Markets Get Wild

Subscribe to Our Newsletter

Trending

I unveil for FREE the simple strategy that allows me and a lot of traders to make at least 10% profits on single quick trades with examples — $BNTC $IHT $WISH

5 Strategies in Quant Trading Algorithms

After 3 years of trading, I am proud to say I have achieved (measured and proven) consistent profitability!

Latest Posts

The 'Do Less' Strategy: Hold Less Stock When Markets Get Wild

The Research Desk: LLaMA vs ARIMA. I Reproduced It, and ARIMA Won Every Asset

I Tested a Physics Indicator That Claims to Spot Clean Trends. Here's What It Really Measures

The Research Desk: I Built the 5-Agent Finance System From an EMNLP 2025 Survey

The Research Desk: We Rebuilt an NYU Order Book Paper. Here's What Held Up

New Section: The Research Desk — Can Deep Learning Actually Predict Prices From the Order Book?