Strategy implementation guides

Trading institutional flows at the end of month

This strategy was introduced by Kris Longmore from Robot Wealth and is documented on Substack. The trade exploits the monthly rebalancing flows generated when wealth managers and institutional investors rebalance multi-asset portfolios, producing noisily predictable return patterns at the end of each calendar month.

The guide covers signal construction, order scheduling via ClientBase, execution through the Interactive Brokers adapter, and performance tracking using the Quantstrip reporting module. Benchmark comparison against a buy-and-hold SPY position is included.