AI & Algo Trading
💡

Bonds

NameSharpe RatioPeriod of Rebalancing
⭐
The Search for Crisis Alpha: Weathering the Storm Using Relative Momentum
1
Monthly
⭐
Trading ahead of Treasury auctions
0.84
Daily
⭐
The Effect of Treasury Auctions on 10-Year Treasury Note Futures
0.84
Daily
⭐
Finding Yield in a 2% World
0.68
Monthly
💡
Carry investing on the yield curve
Monthly
💡
Predictable End-of-Month Treasury Returns
Daily
💡
Term Premium in Interest Rate Futures
Monthly
AI & Systematic Trading

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