Alpha Algo Trading Research
Robust futures research for systematic traders: strategies tested across regimes, execution friction and portfolio reality.
| Platform |  | Pricing | Freemium | Publishes | Weekly |
|---|---|---|---|---|---|
| Issues | 54 | Founded | a year ago | Last Issue | 6 days ago |
| Active | |||||
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algotr.substack.comLatest Issues
This Simple 1994 Strategy Still Wins 66% of the Time
One trend filter cut drawdown by 64%, lifted profit factor to 2.41, and paired with Turnaround Tuesday at negative 0.06 correlation.
One old indicator.
EdgeLab Is Live: From Raw Market Bias to TradeStation Validation
EdgeLab is now live.
Annual members already have access included. Log in with the email attached to your substack membership, enter the one time code sent to your inbox, and EdgeLab will confirm your access.
Why I Created...
Two Simple YM Strategies Built a $154K Portfolio
Same market. Same 15 minute timeframe. Only 0.20 correlation and a 1500% Return to Max Drawdown.
Research and education only. Results are hypothetical and based on backtests and simulations. Past performance does not predict future results...
The Holy Grail Of Trading Books
For educational and research purposes only, not as financial advice. Hypothetical backtested results do not represent actual performance. Futures contracts have significant risk. Prior to deploying any trading system or strategy, evaluate...
From the Lab: 3 Simple RTY Strategies. 1 Powerful Portfolio.
A 15 minute RTY portfolio with 3,858 trades, $216,210 net profit, and low correlation between each strategy.
Research and education only. Results are hypothetical and based on backtests and simulations. Past performance does not predict fu...
Key Facts
Audience Metrics
Subscribers, engagement, traffic and sponsorship for Alpha Algo Trading Research.
| Subscribers | Engagement | 72 | Monthly Web Visits | ||
|---|---|---|---|---|---|
| Accepts Sponsors | Estimated Cost per Ad | ||||
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Authors
The writers behind this newsletter.
Robust futures research for systematic traders. Strategies tested across regimes, execution friction and portfolio reality.
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