Sebastien M. LaignelinInsiderFinance WireTrading TLT at the turn of the month.Returning 18% CAGR since 2020 in an underlying bearish marketMay 261May 261
Sebastien M. LaignelinInsiderFinance WireTrading SPY on Mean-ReversionAchieving a 7% Return with Minimal Market ExposureMar 151Mar 151
Sebastien M. LaignelinInsiderFinance WireTrading Silver on Mean-ReversionHow to use Bollinger Bands and RSI to hedge physical asset.Mar 7Mar 7
Sebastien M. LaignelinPython in Plain EnglishLLM Pair-Programming in Algorithmic TradingOptimizing Python and QuantConnect Development with AIMar 2Mar 2
Sebastien M. LaignelinInsiderFinance WireAn OOP Integration of FinViz Data for quantitative tradingDevelopping securities universe classes in PythonFeb 161Feb 161
Sebastien M. LaignelinStackademicAn Object-Oriented Framework for Algorithmic TradingUniverses, Alpha Signals, and Portfolio Models, using ib_insync.Feb 141Feb 141
Sebastien M. LaignelinInsiderFinance WireQuantifying Portfolio Downside Risk using PythonBeyond a Bootstrap Calculation of Value at RiskJan 71Jan 71
Sebastien M. LaignelinInsiderFinance Wire2024 Market Outlook: a retail quant trader perspectiveStrategies for a shifting market landscapeDec 31, 20231Dec 31, 20231
Sebastien M. LaignelThanks for your feedback!I'm glad you found the article useful. For information about future directions, I'm now working on a stocks universe factor model and…Dec 12, 2023Dec 12, 2023
Sebastien M. LaignelinInsiderFinance WireAssessing ROA and ROE in Selecting Undervalued StocksA Study on ROA and ROE’s Efficiency in Low-Valuation Universe with QuantconnectDec 7, 2023Dec 7, 2023