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
stat arb
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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 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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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 strategies
A 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 tradingR
Quantifying 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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Think like a traderTrading strategiesPairs Trading Strategy: A Short Take on Real-World Application
InIn textbooks, you often see pairs trading algorithms starting by regressing prices of Asset A on Asset B to calculate
