Prismatic Lattice · Research directory
TLT Trading Algorithms
13 records in the full 2026-10-31 15:46 UTC export; 2 have pages in this release. Classification and extracted rules are unverified.
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| Rank | Algorithm & extracted summary | Indexed family | Recorded markets |
|---|---|---|---|
| 2,217 | Defensive Cross-Asset Momentum Selects assets based on six-month momentum and inverse volatility, rebalancing monthly. | Trend Following & Directional | SPY, TLT, GLD |
| 2,715 | Kalman Filter-Based Pairs Trading A pairs trading strategy using Kalman Filter to dynamically adjust hedge ratio between two ETFs. | Mean Reversion & Counter-Trend | TLT, IEI |