Pierre Neuman @PierreN2023: "Excited to share a research..."

Belgium

Excited to share a research project we’ve been working on for months. ⚙️ Research Update — Introducing AlphaFlow ∞ Over the past months, together with @stelianx, we have been developing a new systematic strategy within the eToro Quantitative Investment Program. Today I’m happy to share that AlphaFlow is now live. --- ∞ What AlphaFlow is AlphaFlow is a machine-learning driven equity strategy designed to identify short-term cross-sectional alpha opportunities in US liquid equities. At its core, the system uses a walk-forward XGBoost classifier to detect stocks statistically likely to outperform the market over a 10-trading-day horizon. The model integrates several signal families: • relative strength structure • market regime indicators • technical trend dynamics • fundamental timing signals around earnings These inputs are engineered into 14 features and trained using strict walk-forward out-of-sample validation to minimise overfitting. --- ∞ Why we built it Markets constantly evolve. Signals that work in one regime often weaken in another. AlphaFlow was designed to follow the continuous flow of alpha signals across equities while maintaining a disciplined and systematic allocation process. No narratives. No discretionary market timing. Just signal-driven portfolio construction. --- ∞ Validation process Before launch, AlphaFlow went through the eToro Investment Committee review process as part of the Quantitative Investment Program. The research included: • walk-forward testing across 128 out-of-sample folds • multiple market regimes including the 2020 crash and the 2022 bear market • statistical significance and robustness testing Live validation is now ongoing. --- ∞ A collaborative project AlphaFlow is the result of a collaboration between two Popular Investors with different backgrounds: @stelianx — systematic infrastructure and quantitative research @PierreN2023 — macro regime frameworks and machine-learning portfolio integration Combining those perspectives allowed us to build something neither of us would have built alone. --- ∞ What comes next AlphaFlow currently operates with the long sleeve of the model, while the complementary short component and additional risk overlays are under development. Like any systematic strategy, the objective is not to create a fixed model — but a research process designed to evolve as markets evolve. ∞ For those interested in exploring the portfolio itself: 🔗 AlphaFlow portfolio etoro.tw/4la6ri7 🔗 eToro Quantitative Investment Program etoro.tw/4shY3QQ --- Markets evolve. Signals evolve. Strategies must evolve. Follow the flow ∞ — PierreN2023 Member of the eToro Quantitative Investment Program 💚 $NSDQ100 $SPX500 $BTC $GOLD $OIL