Think like a trader
Does 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.
Blog
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Think like a trader
Confessions 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
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Quant tradingThink like a traderTrading strategies
The 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
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Data analysis
What’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,
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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
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Think like a trader
Relax and trust the market gods
With the recent sell-off in pretty much everything, it’s a good time to talk about managing your expectations of trading.
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Quant tradingThink like a traderFrom the Pits to the Page: A Conversation with Kris Abdelmessih
It was my absolute pleasure to chat with Kris Abdelmessih about markets and life. Kris was an options market maker
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ExcelQuant tradingTrading strategies
Modelling UVXY trading strategies with Excel
UVXY is an ETF that targets 1.5x the daily returns of a 30-day constant-maturity position in VX futures – the
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Data analysisThink like a traderValuation Timing with Excel
Data analysis plays a central role in making sense of financial markets. But how can you verify the conclusions others
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Think like a traderTrading books
Trading books: Let’s get real about what you actually need
People often ask me for book recommendations. But here’s a better question: What’s going to help you make money today?
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Think like a trader
Market making for beginners
I’ve noticed that beginners are often attracted to market making. To the uninitiated, it sounds like easy money and constant
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Think like a trader
How important is keeping up with macro news?
Someone recently asked me if obsessing over FOMC announcements, Non-Farm Payrolls reports, geopolitics and other macro news is important for
