Calidus Research
by Nathan Evans
Strategies:
| Name | Description | Benchmark |
|---|---|---|
| A Completely Hypothetical Portfolio | This page tracks what a hypothetical New Yorker in his 20s might invest in. If it goes wrong blame the president or something. | S&P 500 (SPY) |
| Reverse Bridgewater | Long QQQ, short SPY to achieve a beta of 1 with higher returns | S&P 500 (SPY) |
| Reverse Bridgewater II | Long highest beta stocks in S&P, short lowest beta stocks to achieve a beta of 1 with higher returns | S&P 500 (SPY) |
| Lina Khan ETF | By investing in companies currently under investigation by the FTC/DOJ for antitrust issues, this ETF bets that Lina Khan continues to struggle in her enforcement targets | S&P 500 (SPY) |
| Leveraged ETF Arbitrage I | This page shows my dad that leveraged ETFs perform the same as a leveraged future position. Well, obviuosly, or else people would arbitrage them. In other words, the "volatility penalty" suffered by LETFs is sometimes a "volatility bonus". | Risk Free Rate (3-Month Treasury Bills) |
About Me
Beginning as a way to bill "personal development" time for NERA, this project has become a live tracker for all of my random investment theses.
How does this website work?
Every day I run a python script that updates the performance and trading models, which are then saved into a redis database. My javascript-based app is saved on a server that pings the redis database, which your computer then accesses through a HTTP request. I think.
Why does this look like it was made in the 90s?
I could spend hours formatting this and it would look 5% better. All the formatting is done in typescript / html / css - I'm not using Wordpress.
How much does it cost to run?
Nada. The code behind the website is open source. My redis database and the server that hosts this website is free as long as I don't get thousands of visitors. Real-time market data is provided for free by my broker.
Do you use any libraries / tools?
I tried to make this project with minimal tools, keeping it as raw as possible. I could have done this using no-code or low-code, but...
My financial model is written in python using my custom libraries that mimic trades, track performance, etc. Everything is stored in a redis database which literally just stores text files (not complex database with types/attributes). The typescript that determines the layout,text,data,etc of the website is based on next.js and react which provides the basic building blocks of a website.
Special thanks to Kevin Serrao for answering my questions about how to make a website while backpacking around Monte Rosa (and sorry for not bringing a larger backpack)
This is not investment advice