---
title: A Multi-Strategy Quantitative Portfolio
url: https://www.ml-quant.com/papers/ssrn/7561158/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-10-09
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 7561158
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=7561158
featured: 2026-10-09
citations: unknown
topic: Portfolio & Allocation
---


# A Multi-Strategy Quantitative Portfolio

Eleven systematic strategies across equities, futures, and currencies achieve a 1.91 Sharpe ratio net of costs from January 2012 to June 2026, with 23.6% compound annual return.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=7561158
- Identifier: SSRN 7561158
- Released: 2026-10-07
- First featured: Quant Letter No. 134 (2026-10-09): https://www.ml-quant.com/issues/2026-10-09/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Portfolio & Allocation
- Authors: Oliver Navarro

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