HeyJaredAlgo Trading & AI
As an insider in Algo Trading and AI, I share my insights. I aim to help you become a professional quant trader and achieve financial independence. Go to the home page at https://paperswithbacktest.com/ to discover the tools I make available to you.
- Indexed issues, last 90 days
- 16
- Latest publication
- Sep 30, 2026
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- Earliest in this view
- Jul 5, 2026
Latest issues
The Strategy That Pays You for Being Boring (opens the original)
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Hello again.Papers With Backtest (https://paperswithbacktest.com) turns three. Episode 6 of 7.Second strategy of the series, and unlike the first one this is not a curiosity I am handing over so you can admire the mechanism and then leave it alone. This one you can actually use, it survived twenty years of publication, and it has held up better since the paper came out than it did before.It is also the least exciting idea in finance, which is exactly why it is still there.The claimSort every US
Six Strategies Have Survived Seventeen Years. Here They Are. (opens the original)
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Hello again.Papers With Backtest (https://paperswithbacktest.com) turns three. Episode 5 of 7.The last post ended on a number that several of you wrote back about: of 1,128 strategies published in 2009 or earlier, twenty-seven still show a Sharpe ratio above 1.0 in the years since publication.The question everyone asked was the obvious one. Which twenty-seven?Fair enough. Here they are, and here is what happened when I stopped filtering and started reading.The twenty-seven<a class="image-link im
I Gave an AI Agent Access to 5,000 Backtests. Here Is What It Found. (opens the original)
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Hello again.Papers With Backtest (https://paperswithbacktest.com) turns three. Episode 4 of 7.Today is the piece of this project almost nobody on the list has seen, because it did not exist the last time most of you heard from me.The catalogue is now readable by AI agents directly. You point Claude at it, and instead of describing a strategy to you it can pull the code, run it, take it apart, argue with it, and write down what it concluded. The website hands you the prompts to chain: audit this
We Backtested 5,000 Published Strategies. Here Is the Survival Rate. (opens the original)
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Hi again.Papers With Backtest (https://paperswithbacktest.com) turns three. Episode 3 of 7.Of the 1,128 strategies in the catalogue that come from papers published in 2009 or earlier, and which therefore have at least seventeen years of life after publication, 33% still show a Sharpe ratio above 0.5 in that post-publication window. Twenty-seven of them, 2.4%, show a Sharpe above 1.0.<a class="image-link image2 is-viewable-img" href="https://substackcdn.com/image/fetch/$s_!EtVC!,f_auto,q_auto:goo
A Full Strategy, the Paper, and the Code. No Paywall. (opens the original)
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Hello again.Papers With Backtest (https://paperswithbacktest.com) turns three. Episode 2 of 7.Last week I told you what this newsletter turned into. Telling is cheap, so this week you get one whole strategy: the paper it comes from, the rule written out in plain English, the fifteen lines of Python that implement it, thirty-three years of results, and my honest verdict on whether you should trade it.The verdict, so you are not kept waiting, is no. Not as written. The reason why is more useful th
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