Carlo Zarattini's Recent LinkedIn Posts

The Opening Range Breakout is one of the oldest ideas in active day trading. Toby Crabel (founder of Crabel Capital Management, LLC) documented it in the early 1990s, and the concept has since been used and refined by many experienced practitioners and Market Wizards, including Linda Bradford Raschke, who presented…

Are Investors Compensated for Taking More Risk? Modern Finance Theory teaches us that this should be the rule... yet empirical research has repeatedly shown exactly the opposite! In our latest article, we guide readers through one of the most fascinating puzzles that academics and proponents of the Efficient Marke…

When Is the S&P 500 Most Likely to Trend Intraday? Among the systematic strategies we run in our own portfolios, intraday trend following is definitely one of the most valuable. It is largely orthogonal to traditional equity exposures, tends to perform well during high-volatility environments, and is relatively sim…

Are Investors Compensated for Taking More Risk? Modern Finance Theory teaches us that this should be the rule... yet empirical research has repeatedly shown exactly the opposite! In our latest article, we guide readers through one of the most fascinating puzzles that academics and proponents of the Efficient Marke…

The Opening Range Breakout is one of the oldest ideas in active day trading. Toby Crabel (founder of Crabel Capital Management, LLC) documented it in the early 1990s, and the concept has since been used and refined by many experienced practitioners and Market Wizards, including Linda Bradford Raschke, who presented…

Today we're sharing a great tool we've built for our own quantitative research. You can download for FREE a database containing the major U.S. macroeconomic events over the last 100 years, ready to be integrated into your research and backtesting workflow. You can use this database to evaluate how a trading strate…