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Quantitative Strategy Analysis: Volatility-Scaled Moving Average Crossover
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Quantitative Strategy Analysis: Volatility-Scaled Moving Average Crossover

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Jakub
Aug 31, 2024
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Quant Journey
Quant Journey
Quantitative Strategy Analysis: Volatility-Scaled Moving Average Crossover
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In this post, you will read about:

  • A volatility-scaled moving average crossover strategy applied to a portfolio of large-cap equities, showing the capabilities of portfolio construction and risk management techniques.

  • See our methodology for signal generation and position sizing, and integration of technical indicators with dynamic risk allocation.

  • Learn h…

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