quant-research

Experimental Control for Machine Learning of Temporal Effects in Quantitative Trading

Jun 23 •

Probabilistic Inferencing for Trading Strategies

May 29 •

Stoikov for half-dummies

Dec 27, 2024 •

Aug 11, 2024 •

Trading Technical Indicators the Right Way: Digital to Analog Signals

Oct 3, 2023 •

Seasonality in Commodities Market and Generalized Seasonality Test via Sequential Regression Testing of Prime Cycle Periodicity

Quant Arb X HangukQuant

Jun 9, 2023 •

and

Quantitative Portfolio Management in Python - AQR EPO 2020 X Russian Doll

May 10, 2023 •

Ledoit-Wolf Constant Correlation Shrinkage (Python)

Apr 21, 2023 •

Macro/Micro Foundations of Risk Premiums

Mar 18, 2023 •

Factor Modelling and Hedging Formulations (Market Notes, 300 + 25 pages)

Mar 10, 2023 •

Elegant Mathematics, Poor Economics

Mar 4, 2023 •

Probabilistic Analysis of Trading Systems, Paper

Dec 20, 2022 •

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