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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,742 papers · 148 categories

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1 result for “QQQ-DIA”
Relief-Gated Relative Rotation for QQQ-DIA Allocation: Globally Screened Relative States, Fixed Position Mapping, Incremental Interaction Admission, and Walk-Forward Validationq-fin.PM

RGRR allocates between QQQ and DIA based on relative states, improving Sharpe and CAGR.

problem Optimizing ETF allocation between QQQ and DIA for better risk-adjusted returns.
method Screened relative and macro states, globally screened interactions, fixed position mapping, walk-forward validation.
result RGRR improves Sharpe and CAGR compared to 100% QQQ and 50/50 QQQ-DIA allocations.
ETF allocationRelative rotationQQQ-DIAWalk-forward validationSharpe ratio
2026-07-07abs ↗pdf ↗