Quant Science strategy taxonomy: 15 trading approaches — tweet
Quant Science strategy taxonomy: 15 trading approaches — tweet
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This is an educational taxonomy, not evidence that the listed approaches produce durable returns. The infographic names 15 families; the text thread explains ten, mixing signal hypotheses (pairs, momentum, seasonality, volatility), execution policies (TWAP, VWAP, routing), and modeling or optimization methods (ML, pattern recognition, sentiment, deep reinforcement learning, adaptive rules, genetic search). A reply usefully separates the layers: test signal returns after costs, then grade fills against arrival price. Relevance to us: our VWAP is a volume-profile reference, not a VWAP execution scheduler; this is a reminder of research directions, not evidence any one works.
Takeaway
This is an educational taxonomy, not evidence that the listed approaches produce durable returns. The infographic names 15 families; the text thread explains ten, mixing signal hypotheses (pairs, momentum, seasonality, volatility), execution policies (TWAP, VWAP, routing), and modeling or optimization methods (ML, pattern recognition, sentiment, deep reinforcement learning, adaptive rules, genetic search). A reply usefully separates the layers: test signal returns after costs, then grade fills against arrival price. Relevance to us: our VWAP is a volume-profile reference, not a VWAP execution scheduler; this is a reminder of research directions, not evidence any one works.
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