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Featured Runs info
Strategy | Run | Period | Sharpe | CAGR% | MaxDD |
|---|---|---|---|---|---|
| GeneticRhino-SPX-25Q4 | rhino_5aa7e8308b5303b2 | 2022-01-03 → 2025-10-31 | 2.31 | 13.08% | -4.24 |
| Rhino-SPX | Rhino-SPX | 2018-10-02 → 2025-11-11 | 1.12 | 3.15% | -2.81 |
| [GLD-Short-Put] | GLD-PutWrite | 2020-01-02 → 2025-06-18 | 1.08 | 7.32% | -8.1 |
| Boxcar | Boxcar-OOS | 2022-11-01 → 2024-07-11 | 1.34 | 39.46% | -22.51 |
| QuantPedia - Composite Seasonal | VRP-ShortPut-SL-Moneyness-Scaled | 2012-01-04 → 2023-12-29 | 1.88 | 12.07% | -8.26 |
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Deltaray Blog
2025-11-19:
Rhino Strategy Family: From Broken-Wing…
2025-11-01:
MesoSim v3.0: Advanced Valuation and…
2025-10-18:
MesoLive v2.0 — TastyTrade Integration…
2025-09-14:
Reproducible Quantitative Research –…
2025-06-16:
GLD Put-Write Strategy
2025-06-16:
MesoSim v2.13 & MesoLive v1.1 Release
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Meso Markets chatter
2026-01-12:
MesoSim AI Assistant tips
2025-12-21:
S&P-500 Correlation Matrix
2025-12-09:
Free historical and real-time market…
2025-12-01:
Optimization books
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Chital - Double Diagonal over the…
2025-11-19:
🚨 CBOE's new Complex Instrument…
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arXiv
2026-01-15:
ProbFM: Probabilistic Time Series…
2026-01-15:
From rough to multifractal multidimensio…
2026-01-15:
Dynamic reinsurance via martingale…
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History Is Not Enough: An Adaptive…
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Instruction Finetuning LLaMA-3-8B Model…
2026-01-14:
Efficiency versus Robustness under Tail…
2026-01-14:
A continuous-time Kyle model with…
2026-01-14:
Martingale expansion for stochastic…
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Robo-Advising in Motion: A Model…
2026-01-14:
The Fourier estimator of spot…
2026-01-13:
Feasibility-First Satellite Integration…
2026-01-13:
XGBoost Forecasting of NEPSE Index Log…