Think like a trader
To 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
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Quant tradingMuch Ado About Variance
What’s Past is Prologue Let’s be honest: 2025 was a pretty good year to be a systematic trader. If you
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Think like a trader
Why You Can’t Tell if Your Strategy “Stopped Working” (Statistically Speaking)
Traders love the illusion of precision. A few bad weeks go by, and you think, “Let’s run a t-test and
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Think like a traderTrading Without Edge? That’s expensive gambling, I said…
When I first got interested in trading, The Whitlams were all over Australian radio, and I was making all the
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Think like a trader
Finding Edges
How do we find edges? First, we must be clear about what constitutes a good idea. It isn’t as simple
