Original Works
- Course and tutorial outlining the process of creating a systematic trading strategy
- Step-by-step walkthrough of building a simple rebalancing system between SPY and TLT, including edge identification, statistical testing, backtesting, and refinement
- The YouTube video is the primary public-facing portion of the Original Works
- Resources below are the materials utilized within the video, available for viewers to use in creating their own strategies
Video outlining the process of creating a systematic trading strategy. Walked through the step-by-step process of building a simple rebalancing system between SPY and TLT, including edge identification, statistical testing, backtesting, refinement, and more.
Resources
SPY TLT Refinement
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Refinement and improvement process spreadsheet
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ISM Original Work
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Slideshow utilized in the YouTube video
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Eshanth_SPY_TLT
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Data crunching and backtesting spreadsheet
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SPYTLTV2
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Data gathering with yfinance
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LLM PROMPT
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Exact LLM prompt utilized in the video
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SPY_minus_TLT_rsr
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Initial backtest spreadsheet
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