Quant trading
Resourcing a Triangulated Stat Arb Operation as a Solo Trader
Part 6 of 6: Statistical Arbitrage for Independent Traders Previously: At its simplest, stat arb is a bet on convergence:
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Quant trading
When Is a Mispricing Not a Mispricing?
Part 5 of 6: Statistical Arbitrage for Independent Traders Previously: Last time, I showed you a pattern in energy spreads
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Quant tradingThe Metamorphosis
From Pairs to Portfolio Part 4 of 6: Statistical Arbitrage for Independent Traders Previously: Pairs trading remains a feasible approach
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Think like a traderFor The Love of The Game
Why the path to making money in trading runs through work you’d better find interesting Data mining and vibe quanting
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Think like a traderTo Trend or Not To Trend? (Wrong question)
Someone asked me recently whether strategies based on mean reversion, trend following, and momentum are “good” or just data mining.
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Think like a traderBrave New Backtest
My last two articles on AI and trading research got more engagement than almost anything I’ve written. “More of the
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Think like a trader
AI Will Create Millions of Quants
(Most of Them Will Lose Money) AI makes it easier than ever to build trading strategies. Prompt a model, run
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Think like a traderMore of the Disease, Faster (What happens when you ask an LLM to find you an edge)
This week I discovered the “vibe quant” movement (or rather, it discovered me). People using LLMs to find trading strategies,
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Think like a traderEverything Everywhere All at Once
The four hats of the solo trader At a trading firm or fund, the researcher doesn’t run the execution desk.
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Trading strategies
The Winter of our Pairs Trading Discontent: Problems, limitations, frustrations
Part 3 of a series on Statistical Arbitrage for Independent Traders Previously: In the last article, we built up a
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Trading strategiesMoneyball: Finding Undervalued Pairs Using Unconventional Metrics
Previously: A Tale of Two Prices (the core idea of stat arb) Last time we established that stat arb is
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Trading strategiesA Tale of Two Prices
Part 1 of a series on Statistical Arbitrage for Independent Traders. It was the age of wisdom, it was the
