Intelligent Pairs Trading
This strategy is focused on trading the broad S&P500 market benchmark vs the 20+ years government bond, it uses two ETFs to represent the underlying asset, in addition, it uses Artificial Intelligence technology to accurately predict the most efficient asset allocation among the two.
The main goal of this strategy is to maximize the Sharpe Ratio, which is an industry standard for returns per unit of risk, it is a low-frequency strategy backtested for the past 15+ years for the maximum possible Sharpe ratio value.
- Annual Return: 11%
- DrawDown: -14%
- Sharpe: 1.8