CryptoFactorsQuant trading
Unravel 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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FactorsOptionsTrading strategiesOptions Trading with Cross-Sectional Volatility Factors
A few years ago, I got deep into the idea of constructing a long/short equity options portfolio based on the
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FactorsQuant tradingRTime series modellingTrading strategiesHow to Model Features as Expected Returns
Modeling features as expected returns can be a useful way to develop trading strategies, but it requires some care. The
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BacktestingFactorsQuant tradingRTrading strategiesA Simple, Effective Way to Manage Turnover and Not Get Killed by Costs
Every time we trade, we incur a cost. We pay a commission to the exchange or broker, we cross spreads,
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FactorsQuant tradingRQuantifying and Combining Crypto Alphas
In this article, I’ll take some crypto stat arb features from our recent brainstorming article and show you how you
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FactorsTrading strategiesIdeas for Crypto Stat Arb Features
This article continues our recent articles on stat arb: In this article, I’ll brainstorm some ideas for predictive features that
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FactorsQuant tradingThink like a trader
Quant Signal Trade-Offs in the Real World
I want to discuss a couple of simple trade-off considerations around quant trading signals that may not be obvious. Here’s
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FactorsOptionsQuant tradingRHow To Get Historical S&P 500 Constituents Data For Free
In this post, we are going to construct snapshots of historic S&P 500 index constituents, from freely available data on
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FactorsOptionsQuant tradingRHow to Find Cheap Options to Buy and Expensive Options to Sell
If you want to make money trading, you’re going to need a way to identify when an asset is likely
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BacktestingFactorsQuant tradingRTrading strategies
Revenge of the Stock Pickers
To say we’re living through extraordinary times would be an understatement. We saw the best part of 40% wiped off
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BacktestingFactorsQuant tradingRZorro
Can you apply factors to
trade performance?When tinkering with trading ideas, have you ever wondered whether a certain variable might be correlated with the success of