Quantitative Research
China Glass Futures Quantitative Strategy
A quantitative research project for China glass futures that reviews strategy logic, backtest behavior, market regimes, drawdown, trade frequency, and parameter stability instead of only highlighting returns.
Period
2025
Tools / Tech
TradingViewPine ScriptPythonPandasMatplotlibBacktesting
Why I built it
I used this project to practice turning a trading idea into a testable strategy while staying cautious about transaction costs, slippage, and parameter sensitivity.
Links
What it includes
- Implements strategy logic in TradingView/Pine Script.
- Reviews performance under trends, volatile regimes, and extreme moves.
- Considers drawdown, trade frequency, parameter stability, transaction costs, and slippage assumptions.
What I worked on
- Built and reviewed the strategy logic with backtest outputs.
- Analyzed market-regime behavior rather than treating one return number as the full result.
- Kept the project framed as research and review, not investment advice.
What I Learned
- Learned to evaluate trading strategies through risk and stability, not only return.
- Practiced documenting assumptions around costs and slippage.
- Built more cautious habits for financial project communication.