Jungle Rock
@JungleRockRes
Jungle Rock is a quantitative investment research company. It operates a research platform for all market participants from the Cayman Islands. @JungleRockCap
To everyone who has been with me and Wifey from the start, from my day-ones to my ride-or-dies, I can’t thank you enough. You have helped build this big community we call “Wifey Fam”, and now, as Gabriella and I welcome our son into the world, your love and support mean even…
The Strategy Mixer using Jungle Rock Bloomberg Indices $LIGER $KOALA $PIGLET JungleRock.com
The Strategy Mixer at Jungle Rock Game Changer - Mix +184 Strategies
Replicating “Models, Regimes and Trend Following - Part 4” A White paper by @JungleRockRes Get your copy at junglerock.com Part 4 colab link: colab.research.google.com/github/internQ… Code available and ready to run (including data) on Google Colab for the complete series at:…
Finally, we select a handful of strategies and plot their cumulative return: - Most of the strategies look fairly similar to the ones shown in the original white paper, I noticed the ones that combine TSM signals tend to be a bit worse in general in my replication, i could not…
As always, I'd like to thank the whole @JungleRockRes team for these papers. I have learned so much doing this series I could not be thankful enough 🙏 Also, thanks to everyone that has tagged along and checked the series out. Feel free to reach out if you have any questions,…
Reminder: Client rebalance emails for daily portfolios arrive ~8 mins before close
Tear Sheet of Long Only Macro with Trend Futures (Desert Warthog) benchmarked against United States 60/40 Portfolio. These are a selection of key metrics you can explore within our full strategy Tear Sheets, available in the expanded strategy card view.
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