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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…
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Reproducible Quantitative Research –…
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GLD Put-Write Strategy
2025-06-16:
MesoSim v2.13 & MesoLive v1.1 Release
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Meso Markets chatter
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Machine Learning to Build a Dynamic…
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The Other January Effect
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Optimization books
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arXiv
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Fair Pricing in Long-Term Insurance: A…
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Sampled-Data Wasserstein Distributionall…
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DiffLOB: Diffusion Models for…
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Quantum Speedups for Derivative Pricing…
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Taming Tail Risk in Financial Markets:…
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Soft-Radial Projection for Constrained…
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A Novel approach to portfolio…
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Dual Attainment in Multi-Period…
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Habit Formation, Labor Supply, and the…
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Reliable Real-Time Value at Risk…
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The Innovation Tax: Generative AI…
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Keeping Up with the Correlations:…