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ACADEMY CURRICULUM

Strategy Library

20 systematic strategies across Trend (6), Breakout (6), Mean Reversion (4), Momentum (3), and Price Action (1).
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Technical Curriculum

20 systematic strategies across Trend (6), Breakout (6), Mean Reversion (4), Momentum (3), and Price Action (1).

The Moving Average Crossover Strategy

Trend Following: The Family of Strategies Behind Every Long-Term Winner

The Moving Average Pullback Strategy

The Supertrend Strategy

The Range Breakout Strategy

The Donchian Channel Breakout Strategy

The Breakout and Retest Strategy

The Opening Range Breakout Strategy

The RSI Mean Reversion Strategy

The Bollinger Band Mean Reversion Strategy

The VWAP Mean Reversion Strategy

The Gap Trading Strategy

The Support and Resistance Trading Strategy

The ATR Volatility Breakout Strategy

The ATR Trend Following Strategy

The Multi-Timeframe Trend Following Strategy

The Momentum Trading Strategy

The Relative Strength Ranking Strategy

The Cross-Sectional Momentum Strategy

The Statistical Mean Reversion Strategy

Price Momentum: Cross-Sectional 12-1 Strategy

Value Factor Quant: Book-to-Price, P/E & EV/EBITDA Strategy

Statistical Pairs Trading: Cointegration & Spread Mean-Reversion

Two Moving Averages: Institutional Multi-Timeframe Trend Strategy

Low-Volatility Anomaly: Quantitative Min-Vol & Defensive Factor Strategy

Earnings Momentum: Post-Earnings-Announcement Drift (PEAD & SUE)

Residual Momentum: Factor-Neutral Quantitative Momentum Strategy

Statistical Arbitrage Optimization: Factor Covariance & Mean-Variance Sizing

Multi-Factor Scorecards: Value, Momentum, Quality & Low-Vol Combinations

Merger Arbitrage & Demergers: Event-Driven Deal Spread Strategy

Time-Series Momentum (TSMOM): Managed Futures & CTA Trend Strategy

Mean-Reversion (Single Cluster): Industry Residual Stat-Arb Strategy

Dual-Momentum Sector Rotation: Relative Strength & Regime Gating Strategy

Multi-Asset Trend Following (ETFs): Risk-Budgeted Cross-Asset Trend Strategy

Sector Momentum Rotation: Cross-Sectional Industry Momentum Strategy

Single Moving Average Filter: Systematic Price-to-MA Trend Overlay

Three Moving Averages System: Asymmetric Triple Stack Trend Strategy

Support & Resistance Breakout: Classic Floor-Trader Pivot Points Strategy

Donchian Channel System: Turtle Trend Breakouts & Range Mean-Reversion Fades

Index Volatility Targeting: Constant-Risk Overlay with Sovereign Cash Scaling

Market-Making & Order Book Microstructure: Avellaneda-Stoikov Liquidity Strategy

Commodity Roll Yields: Cross-Sectional Term-Structure & Carry Strategy

Commodity Hedging Pressure: Keynesian Risk-Transfer & Positioning Strategy

Futures Mean-Reversion: Weekly Contrarian Residual Reversal Strategy

Multi-Cluster Mean-Reversion: Industry-Neutral Statistical Arbitrage Strategy

Internal Bar Strength (IBS) ETF Mean-Reversion: Intraday Range Exhaustion Strategy

Intraday Index ETF Arbitrage: Same-Index Pairs & NAV Bound Strategy

Futures Portfolio Hedging: Direct Risk-Lock & Beta Management Strategy

Cross-Hedging with Sector Futures: OLS Minimum-Variance Proxy Strategy

FX Carry Trade: Uncovered Interest Parity & Forward-Premium Strategy

High-Minus-Low FX Carry: Dollar-Neutral Multi-Currency Factor Strategy

Volatility Risk Premium (VRP): Implied vs. Realized Index Volatility Strategy

VIX Futures Basis Trading: Term-Structure Contango & Roll-Down Strategy

Dispersion Trading: Correlation Risk Premium in Index Options Strategy

FX Moving Averages with HP Filter Strategy (USD/INR & Global Crosses)

Dollar Carry Trade & Forward Premia Strategy (USD/INR Macro Parity)

Bond Carry Factor & Sovereign Yield Curve Roll-Down Strategy

Bond Value Factor & Credit Spread Residual Strategy

Yield Curve Steepeners & Flatteners Strategy (G-Sec & OIS Arbitrage)

Multi-Cluster Industry Mean Reversion Strategy (Nifty 500)

ETF Alpha & Sector Momentum Rotation Strategy (NSE BeES)

Dollar Duration Neutral Bond Butterfly Strategy (G-Sec Curvature)

Swap Spread Arbitrage Strategy (MIBOR OIS vs G-Secs)

Volatility Skew & Risk Reversal Strategy (Nifty 50 Options)

Commodity Value Factor Strategy (MCX Fundamental Quant)

Interest Rate Risk Hedging with Bond Futures (NSE IRF)

Multi-Factor Alpha Combination Strategy (Nifty 500 Ensemble)