Strategy lab
Every strategy from 151 Trading Strategies and all 101 Formulaic Alphas as formulas you can edit and backtest on ten years of daily stocks, ETFs, futures, forex and crypto data. Free, in your browser.
17.2CashReference
Money laundering – the dark side of cash
The paper describes how illicit proceeds are disguised as legitimate money, to explain why cash and its regulation matter. It is a crime, not an investment strategy, and appears here only for completeness.
Why there is no chart
Not applicable.
The lab runs on daily prices for stocks, ETFs, indexes, futures, currencies, crypto and Treasury yields. This strategy from 151 Trading Strategies depends on data outside that set, so it is explained and formalised here rather than backtested.
Hypothetical backtests on daily closes with no slippage unless you add costs. Survivorship bias applies: the stock list is today’s large caps. For learning, not investment advice. Data: Yahoo Finance via yfinance.
- Source
- 151 Trading Strategies
- Section
- 17.2 · Cash
- Asset class
- Cash
- In the lab
- Explained, not backtested
Money laundering – the dark side of cash (17.2)
The paper describes how illicit proceeds are disguised as legitimate money, to explain why cash and its regulation matter. It is a crime, not an investment strategy, and appears here only for completeness.
Data it needs
Not applicable.
More in Cash
Source: Kakushadze, Z. and Serur, J. A. (2018). 151 Trading Strategies. Palgrave Macmillan. SSRN 3247865. Summaries are our own.