Think like a trader
No Magic Formulas: How I Actually Decide What to Trade
Someone recently asked me if I have a checklist for adopting new trading strategies. You know, a neat little formula
No Magic Formulas: How I Actually Decide What to Trade
-
-
Quant tradingWhy data mining risks your trading career
I was recently talking to someone about data mining as an approach to finding edges to trade. I get the
-
ExcelThink like a traderTools of the trade
Researching trading ideas in Excel
In this webinar, James explores a simple seasonality effect and finds that there’s more to the story than an upwardly
-
Data analysisExcel
Debunking market myths in Excel
Having the ability to call bullshit on market claims is a superpower. There’s some ancient trader lore that says it’s
-
Think like a traderEasy games vs hard games in trading
In Trade Like a Quant Bootcamp, we talk about win-win risk premia harvesting. It’s a game where no one’s really
-
ExcelQuant tradingQuick fix: Yahoo Finance data access with Excel
Having a reliable source of free data is extremely handy for the independent trader. It allows you to move fast
-
Think like a traderThe Volatility Risk Premium in a tumultuous market
I don’t need to tell you that the stock market’s been on a wild ride these last few weeks. But
-
Think like a traderDoes gold belong in a risk premia portfolio?
With GLD up 40-something percent since early 2024, I’ve been thinking about gold’s place in a risk premia harvesting portfolio.
-
Think like a traderConfessions of a recovering engineer (or why engineers make bad traders)
Here’s something that might shock you: Engineers make the worst traders. I’m speaking from experience here. As an engineer who
-
Quant tradingThink like a traderTrading strategiesThe Hidden Gems of High Yield Bonds: Fallen Angels
What’s a Fallen Angel Bond? It’s a bond that’s been kicked out of investment-grade paradise. Once upon a time, it
-
Data analysisWhat’s the chance that a market effect is real? Monte Carlo permutation tests in Excel
Let’s say you observe some effect in the market and quantify it with simple data analysis. A good question is,
-
Data analysisExcelTools of the tradeExcel for trading research?
Ever met a quant who was slightly religious about their tools? I’ve had Python zealots, R devotees, and MATLAB missionaries