25 сент. 2022 г. · You'll find examples for inspiration and code snippets showing how to actually run them, but rarely anything that actually works as-is.

26 сент. 2023 г. · Rank things. Long the things at the top, short the things at the bottom. Collect 2/20. Go home.

17 июн. 2023 г. · Quantitative traders may have different roles, but they're essentially traders that are implementing and executing quantitative strategies, ...

18 июл. 2024 г. · Before you build a strategy, build a solid backtester. You'll learn so much about how difficult it is to generate a signal and trade off of it.

20 апр. 2024 г. · Thorp's derivative pricing, LTCM's fixed-income arb, Griffin's convertible bond arb, Weinstein's credit default swaps, SBF's crypto exchange arb, latency arb ...

8 июн. 2024 г. · Is anyone aware of dated strategies that are no longer profitable that have been published? Preferably on index/commodity futures?

23 нояб. 2023 г. · The goal was to build a portfolio with monthly rebalancing, long-short and no leverage, out of 100 something stocks and ETFs.

4 окт. 2020 г. · I will shed light on some of the fundamental principles rooted in all trading strategies, and how they might apply to you.

18 окт. 2023 г. · Is there any instance where a quant trading firm revealed one their old strategies which does not work now, to get an idea of what a trading strategy looks ...

1 нояб. 2023 г. · Some quant researchers enter interviews with established firms already possessing promising trading strategies. Firms then allocate capital to these strategies ...