Connors Research has over 18 years of experience building quantified, systematic stock and ETF strategies for high net worth individuals, professional trading desks, hedge funds and proprietary trading firms.
Connors Research has a vast database of quantified market behavior, which allows our clients advanced and proprietary ways to generate alpha in their portfolios.
Additionally, Connors Research has published over 20 books on quantified trading research and strategies, and has built proprietary software containing millions of quantified algorithms.
Laurence Connors
Larry Connors is one of the most respected figures in quantitative trading, with over four decades of experience developing systematic, institutional-grade trading strategies.
His research has been at the forefront of mean reversion, volatility-based trading, and quantitative market analysis, shaping the methodologies used by professional traders, hedge funds, and institutional investors worldwide.
Connors’ work is distinguished by its data-driven rigor. While many trading methodologies rely on subjective interpretation, Connors has built a career on statistically validated, rules-based strategies that have stood the test of time. His groundbreaking research on short-term mean reversion, including the widely used 2-period RSI model, has redefined short-term trading across equities, ETFs, and options.
Today, Connors is leading the next evolution in trading intelligence with ConnorsGPT—the first AI-driven trading platform designed to bring institutional-quality market research, strategy optimization, and risk assessment to professional traders in real-time.