Leapday Quantitative Research TeamMar 8, 20227 minImproving REACTION signal performance with active news analysisThis 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 TeamAug 25, 20216 minImproving market-neutral portfolio performance with a market direction filterThis 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 TeamApr 13, 20219 minUsing Market Direction to Screen REACTION SignalsWe investigate whether moves in SPY prior to a REACTION signal provide meaningful information in deciding whether to enter or avoid a trade.