OptionsQuant tradingThink like a traderTrading strategies
Diving Deep: My Personal Approach to Equity and Volatility Risk Premia
Lately, I’ve been thinking a lot about the Volatility Risk Premium (VRP). The VRP makes much more sense (to me,
Diving Deep: My Personal Approach to Equity and Volatility Risk Premia
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Quant tradingThink like a traderTrading as a businessTrading strategies
Case Study: Lessons Learned from 9 Crypto Trading
In 2021, James, I, and a small team decided to set up a crypto trading venture. We faced several problems,
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Quant tradingTrading as a businessTrading strategies
How to get serious about making money trading
In Australia, if you’re serious about getting the job done effectively and efficiently, you might say: “I’m not here to
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Quant tradingTools of the tradeTrading strategiesHow to Predict Asset Prices (and how not to)
If you have some factor that you think predicts future stock returns (or similar) and you are making charts like
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Quant tradingTools of the tradeTrading strategiesHow do I know if I have an edge?
I’ve been helping a family friend with his trading. I’ve given him a simple systematic strategy to trade by hand.
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RTrading strategiesAre Cheap Stocks Expensive? A Simple Equity Factor Analysis Walkthrough
I have been sharing examples of simple real-time trading research on my Twitter account. I do this kind of thing a
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BacktestingFXRTime series modellingTrading strategiesZorroTrading FX using Autoregressive Models
I’m a big fan of Ernie Chan’s quant trading books: Quantitative Trading, Algorithmic Trading, and Machine Trading. There are some
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OptionsQuant tradingRTools of the tradeTrading strategiesWeekly Roundup 22 May – Doubling Down in Losing Trades Like a Drunken Hedge Fund Manager
Here’s a round-up of our new articles this week. They cover options trading, digital signal processing, data munging and Kris’s luxurious
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Quant tradingRTrading strategiesZorroUsing Digital Signal Processing in Quantitative Trading Strategies
In this post, we look at tools and functions from the field of digital signal processing. Can these tools be
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RThink like a traderTrading strategiesZorro
Get Rich Quick Trading Strategies (and why they don’t work)
Every aspiring millionaire who comes to the markets armed with some programming ability has implemented a systematic Get Rich Quick
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Cointegrationk-means clusteringRTrading strategiesPairs Trading Literature Review
This post summarises the key lessons of the academic literature that has been published on pairs trading. The key themes
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RTrading strategiesOvernight and Intraday SPX returns
One of the things I’ve noticed from staring at the screen all day for the last few months is that