Multi-Factor Experiment: Understanding Market Behavior Through Data
After spending time on quantitative strategies, I’ve realized that relying on a single signal rarely works in all market conditions. Momentum indicators perform well in trending markets, but they can fail completely in sideways movements. Recently, I shifted my focus from “finding the best signal” to “how signals work together.” My latest experiment combines momentum, volatility, and trend strength factors to see how they interact and how the combined strategy performs. Before diving in, I had to tackle […]