Building the Market Effect Mini-Portfolio

Developing a mini-portfolio of small markets effects that institutions ignored to increase the returns of my systematic trading portfolio by 3%-5% CAGR.

18 hrs ago • TradeQuantiX

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June 2026

Market Effect Research: Turnaround Tuesday Effect

Welcome to the “Systematic Trading with TradeQuantiX” newsletter, your go-to resource for all things systematic trading.

Jun 16 • TradeQuantiX

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Market Effect Research: Holiday Seasonality - Part 2

Expanding the holiday effect trade into a different market. How to get even more alpha out of the same effect.

Jun 1 • TradeQuantiX

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May 2026

The Only Holy Grail in Trading: Your Portfolio

No single trading system is the answer. 25+ live systems prove that portfolio construction is the only holy grail in systematic trading.

May 25 • TradeQuantiX

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Market Effect Research: Turn of the Month Effect

Taking a well known market effect and turning it on its head

May 20 • TradeQuantiX

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ETF Mean Reversion Methods: Validation and Live Trading - Part 3:

In sample / out of sample validation, robustness testing, live vs backtest comparison, and what it actually feels like to trade four mean reversion…

May 10 • TradeQuantiX

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April 2026

ETF Mean Reversion Methods: Mean Reversion Mini-Portfolio Creation - Part 2

How four independent mean reversion systems combine into one adaptive mini-portfolio.

Apr 21 • TradeQuantiX

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Q1 2026: TQX Portfolio Performance Review

Real results from a live portfolio of 25+ systematic trading systems across US, ASX, and TSX equities. What worked, what didn't, and what I learned.

Apr 13 • TradeQuantiX

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ETF Mean Reversion Methods: Four Systems Built for the Dip - Part 1

A detailed look at four independent mean reversion entry mechanisms

Apr 2 • TradeQuantiX

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March 2026

Why Simplicity Beats Complexity in Trading System Design

Simple trading systems outperform complex ones. Here's why and how.

Mar 23 • TradeQuantiX

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Robustness Testing Methods: A Complete Guide for Systematic Traders

Parameter sensitivity, Monte Carlo, multi-universe: here is how to use each test, what the results mean, and when your system actually passes.

Mar 18 • TradeQuantiX

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Member Roadmap

An Index Of Articles In Recommended Order

Mar 8 • TradeQuantiX

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