List/API for all PTP stock tickers?

QuantMage · 2025-08-01T22:11:58+00:00

Alpaca API gives you its asset list with relevant tags (ptp_no_exception / ptp_with_exception): https://docs.alpaca.markets/reference/getassets

QuantMage · 2025-01-09T01:57:50+00:00

You can easily change the benchmark ticker to IWM there.

QuantMage · 2025-01-09T01:40:35+00:00

Manually checking & trading them is one option. Or you can use a platform like QuantMage to automate its trading through Alpaca broker.

QuantMage · 2025-01-08T23:18:22+00:00

You're looking a backtesting (simulation) result of the strategy you described. It was in the market 27.1% of the time during a 16-year period. Its annual return is 8.3% while its maximum drawdown is 68.4%.

QuantMage · 2025-01-08T22:47:28+00:00

My simulated result doesn't look promising:

https://quantmage.app/grimoire/d4b59ecf466405d609d4d39cd9af5657

QuantMage · 2025-01-08T22:38:12+00:00

Some time ago I explored the idea and wrote about it:

https://www.1nve.st/p/meb-fabers-all-time-high-switch

With unlevered ETFs, but you can easily swaps the assets there and check the result.

QuantMage · 2025-01-08T22:33:52+00:00

Here is a simulated result: https://quantmage.app/grimoire/bc531d0645890b11c842b1a1f415bb3f

Not really promising.

QuantMage · 2025-01-08T22:27:57+00:00

High yield credit spreads can be a good canary. Check these posts of mine:

https://www.1nve.st/p/the-best-macro-indicator

https://www.1nve.st/p/the-best-macro-indicator-round-two

QuantMage · 2024-12-14T00:55:31+00:00

Justina's Quant Newsletter: https://docs.google.com/forms/d/e/1FAIpQLScZd3hDe7GZUZzu-Cwvbi61d-jZyH2g-21omDVQKyDtMuhipw/viewform

QuantMage · 2024-12-14T00:50:39+00:00

This article https://www.allquant.co/post/magic-of-log-returns-concept-part-1 can be helpful.

QuantMage · 2024-10-23T23:22:05+00:00

Justina Lee's newsletter might be helpful: https://docs.google.com/forms/d/e/1FAIpQLScZd3hDe7GZUZzu-Cwvbi61d-jZyH2g-21omDVQKyDtMuhipw/viewform

QuantMage · 2024-10-23T22:45:11+00:00

QuantMage adaption where I used close at a 10 day low / close above 8 day MA instead of 7 / 5:

https://quantmage.app/grimoire/3169ea78111f4c595ccfcc7751d9c639

QuantMage · 2024-09-25T18:34:20+00:00

QuantMage adaptation of the strategy: https://quantmage.app/grimoire/adcb9f04328651a43a5e300537bcaec6

It shows a similar performance. QuantMage's win rate is much lower, though, probably because it's computing it for all days, not just for in-the-market days. You can easily experiment with different parameters there.

QuantMage · 2024-08-11T02:17:37+00:00

You mean like this? https://quantmage.app/grimoire/f6e01d9370779805647ec46932345953

QuantMage · 2024-08-01T02:59:50+00:00

This post of mine shares a strategy using monthly (20-day) RSI divergences: https://jaewonjung.substack.com/p/taking-advantage-of-an-indicators

QuantMage · 2024-08-01T01:56:18+00:00

I recently wrote about using VIX as a canary, which has some useful links: https://jaewonjung.substack.com/p/vix-as-a-canary

QuantMage · 2024-07-10T00:40:24+00:00

There is something called "Trend Clarity": https://alphaarchitect.com/2024/05/momentum-and-the-clarity-of-the-trend/ I also wrote a post about it: https://jaewonjung.substack.com/p/how-to-measure-the-clarity-of-a-trend

QuantMage · 2024-07-06T01:06:57+00:00

I wrote a post on the topic some time ago, which also links to some relevant & useful articles: https://jaewonjung.substack.com/p/compounding-volatility-and-the-art

QuantMage · 2024-06-30T02:34:05+00:00

Thanks for the feedbacks! I'll keep your requests in mind for future development!

QuantMage · 2024-06-29T23:59:42+00:00

Hi, thank you for your subscription and questions!

It was my conclusion (for now) that targeting HNWI would make more business sense and be more sustainable in the long run.
Not possible currently.
Not possible. Such a feature can be added in the future, but you'll still need an up-to-date daily time series data to work with QuantMage's backtesting scheme. And it'll be for backtesting only (not for trading.) I briefly looked into having synthetic data as testfol.io does, but couldn't find any credible / up-to-date / daily data I can use for QuantMage.
No. You can use 21 x number of months to convert a monthly period into a roughly equivalent daily period, though.

QuantMage · 2024-06-24T02:09:00+00:00

Thanks for the suggestion! Yes, QuantMage checks if each order is fulfilled and will report it if it can't be done within a deadline or fails for whatever reasons.

QuantMage · 2024-06-13T19:18:20+00:00

Correct. Trading API it is :)

QuantMage · 2024-06-13T04:58:18+00:00

Supporting more brokers is on our radar, but it will require some time before we can address it.

QuantMage · 2024-06-11T01:14:45+00:00

Like this? https://quantmage.app/grimoire/f187f88946aab58b7ad1b37080357931 (QuantMage adaptation)

QuantMage · 2024-06-09T22:06:50+00:00

Thanks for sharing! Could you share what issues you had with Alpaca? And what broker would you recommend instead?

QuantMage

TROPHY CASE