Quant Labs

The quant labs is where the different trading strategies developed on this website will be run and updated on a daily basis in order to track the performance of the strategy outside of the training windows.

Current Statergies are:

  • FTSE 100 Pairs Trading - Analysis of pairs trading using FTSE 100 stocks, training period 2007 to 2008, forward testing 2008 to the present. (Note: Daily Updating disabled due to webhost transition)