AnanCapital_Publications

This repository serves as a public archive for the quantitative research and system performance carried out by Anan Capital. The objective of this repository is to disseminate scientific findings and historical performance data related to financial markets, strategies, and trading algorithms.

Repository Structure

• 📁 QuantResearch: This folder contains all the research papers produced by Anan Capital. Research papers are mainly empirical studies related to trading strategies, asset classes, market behavior, and other topics relevant to quantitative finance:

  • 01_An_Empirical_Analysis_of_Trend_Following_vs_Buy_and_Hold_Strategies

• 📁 SystemPerformance: This folder holds the performance reports for each trading system developed and managed by Anan Capital. It includes metrics like Annualized Return, Sharpe Ratio, and Maximum Drawdown.

  • 1. Program: SystemS1
    • Navigate to the Performance folder and select Quarterly Performance Report
    • Navigate to the Insights folder and select Quaterly Insights
  • 2. Program: LongtermEquity

How to Use

QuantResearch

To read a research paper:

1. Navigate to the QuantResearch folder.
2. Select the folder that corresponds to the research paper you are interested in.
3. Open the subfolder and download the PDF.

SystemPerformance

To view system performance:

1. Navigate to the SystemPerformance folder.
2. Select the system you are interested in.
3. Choose the report type (Monthly, Annual) and download the corresponding PDF.

KnowledgeBase

Pending.

To view system performance:

1. Navigate to the KnowledgeBase folder.
2. Select the topic you are interested in.
3. Select specific topic.

• Name: Nanthawat Anancharoenpakorn
• LinkedIn: [www.linkedin.com/in/nanthawat-anancharoenpakorn]

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