C-TIER demo
AlgoExchange — 7-signal Nasdaq futures intraday momentum system
100k ft — What is this?
AlgoExchange — 7-signal Nasdaq futures intraday momentum system
50k ft — Why care?
@algoexchange walks through an intraday momentum system on Nasdaq futures: 7 independent momentum signals combined via a normalized linear risk function, exposure scaling with confirmations. Claims $35M+ live capital across variants. Commercial but mathematically explicit.
10k ft — Key takeaways
(no takeaways yet)
5k ft — Tools & techniques
(no tools tagged)
algorithmic trading, intraday momentum
1k ft — Deep-dive / try it
Quantitative trading models can be effective on their own compared to traditional strategies, and can be incredibly effective when combined with correlated signals to produce a synergistic effect.
This is an intraday momentum trading system built on Nasdaq futures and evaluated against a buy-and-hold benchmark of the S&P 500 on $10,000. It is primarily long only, however it does contain one short component that makes up a very small portion of it’s overall P/L.
All trades and position adjustments shown in this comparison are based on the aggregate fill price of all real-life fills from the systems signals. This strategy has actively traded over $35,000,000 of live capital on the AlgoExchange platform across it’s three variants.
The system’s position sizing and risk management are gover…
Transcript excerpt
(no speech detected)