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:
Quant trading
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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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Trading strategiesThe 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
