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Research
Leapday Quantitative Research Team
Mar 8, 20227 min read
Improving REACTION signal performance with active news analysis
This report examines if the largest losing and winning trades for REACTION signals are due to accuracy of the signals or exogenous factors.
Leapday Quantitative Research Team
Aug 25, 20216 min read
Improving market-neutral portfolio performance with a market direction filter
This report applies a market direction filter from past research to a market-neutral portfolio using all 3 entry points of REACTION signals
Leapday Quantitative Research Team
Apr 13, 20219 min read
Using Market Direction to Screen REACTION Signals
We investigate whether moves in SPY prior to a REACTION signal provide meaningful information in deciding whether to enter or avoid a trade.
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