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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CryptoFactorsQuant tradingUnravel Data: A Cheat Code for Crypto?
The best trading edges are often found in places most people don’t think to look. It’s why being a bit
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Quant tradingReduce Trading Costs and Boost Profits with the “No-Trade Region” Strategy
An easy, practical way to harness an edge in the face of trading costs is the “no trade region” technique.
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Quant trading
Why 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
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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
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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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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
