NERDQUANT / ABOUT NERDQUANT
About NerdQuant
A trading-strategy research project built around a simple principle: an interesting result should come with enough context to question it.
NerdQuant explores systematic trading ideas, with an initial focus on economic announcements and central-bank events. We use historical tests to examine how a defined set of trading rules behaves across selected event periods.
The questions behind the numbers
When should a strategy start? How long does it stay exposed? What temporary losses can occur before a period closes? Does a small change in timing materially change the outcome?
Our reports bring those questions together. Profit matters, but so do holding time, floating-equity drawdown, execution assumptions and the losses that a win rate can hide.
Research, not a promise. A backtest describes a simulation under stated assumptions. It does not establish future returns or a live trading track record.
How we present our work
- Clear event-selection, entry and exit rules.
- Average holding period and average maximum equity drawdown alongside profit.
- Complete tested samples, including losing periods.
- Explicit costs and modelling limitations.
- Comparisons that distinguish matched dates from different historical samples.
An invitation to look closer
NerdQuant is intended for traders and curious researchers who want to examine an idea in detail. We welcome questions, corrections and suggestions for further tests.