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Finding Transparent Quantitative Trading Products with Live Track Records

Article Quant Q&A · Author: vonjd
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Summary

The document asks how to find investment products whose systematic strategies and performance can be inspected and reproduced. It points to exchange-traded funds as a practical starting point, especially products built to track quantitative or alternative-beta indexes. Such indexes define a rules-based strategy and provide a record of its performance, which can offer evidence beyond a simulated backtest. The discussion treats both positive and negative records as potentially informative.

It also recommends searching ETF directories for funds categorized by quantitative methodology, hedge-fund exposure, or long-short approaches. These directories can help locate candidates, but the answer cautions that not every listed product is fully quantitative or transparent. The document does not name a specific fund, compare strategy returns, or provide a procedure for verifying reproducibility. Researchers would still need to inspect each product’s index rules, holdings or signals, and performance data to determine whether it meets the stated standard.

Key ideas

  • Live product histories can provide evidence that complements backtests.
  • Exchange-traded funds may expose systematic strategies through published index rules and performance histories.
  • Alternative-beta products aim to represent known systematic biases or strategies.
  • ETF directories can help identify quantitative, hedge-fund, and long-short products.
  • Each candidate requires separate checks because directory listings do not guarantee full transparency or a purely quantitative method.

Tags

BacktestingFactor investingEquities
Full text
# Transparent quant products with real track record


# Transparent quant products with real track record












A real track record is better than backtesting! I am looking for

- products, funds, certificates, indices etc. that are based on

- quantitative trading strategies where the

- strategies and performance data are completely transparent and reproducible (apart perhaps from trading costs).

The markets and locations are not important as long as the above mentioned criteria are met. The track record could be negative or positive (from both we learn). The underlyings could also be all kinds of asset classes (linear or non-linear products).

## Answer by Shane (score 12, accepted)

https://quant.stackexchange.com/a/408

There are a large range of products that are now being offered as "alternative beta". These try to provide consistent returns in a known systematic bias or strategy, as defined by an index tracking that strategy.

ETF's can be a very good source of information on transparent quantitative strategies that have a published track record. See, for example, some of the funds mentioned in "ETFs that Track Quantitative Indexes" and "Quasi-index and Quantitative Model ETFs: It's Beta, Not Alpha".

## Answer by Joshua Chance (score 8)

https://quant.stackexchange.com/a/429

Root around in ETFdb Categories, particulary in Quantitative Methodology ETFs, Hedge Fund ETFs, and Long-Short ETFs. Not all of the ETFs listed are completely transparent and completely quantitative but ETFdb is a good start.

Shown in full with attribution under the source's licence. Licence: CC BY-SA 4.0 (Stack Exchange)

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.