
Trading diary of a quantitative discretionary trader
| Platform | Pricing | Only free issues | Publishes | Weekly | |
|---|---|---|---|---|---|
| Issues | 51 | Founded | 2 years ago | Last Issue | 16 days ago |
| Active | |||||

Recap of my last note from Apr 18:
“The rally looks climactic to me, especially given that we did not see capitulation at the lows.
But the current setup of ‘positive momentum+uptrend+falling VIX’ has a 48.1% win rate (lower as SPX has r...
"If you can learn to create a state of mind that is not affected by the market’s behavior, the struggle will cease to exist." — Mark Douglas
How can you not be affected by this loco market?
Recap of my last note from March 26: I analyzed...
It has been over a month since I last wrote. I have been quite busy with a research project, trading, and enjoying the start of the spring season with my family. Let’s get down to business.
Recap of my last two notes:
Jan 28 note: ‘Volati...
“Are you not entertained?” - Index volatility gods (or Gladiator)
Here’s a summary of my previous note: Stay long, but hedge your positions. Volatility is expected to increase bigly. February may see weakness because of a bearish Gamma and...
“There is no training, classroom or otherwise, that can prepare for trading the last third of a move, whether it’s the end of a bull market or the end of a bear market.” Paul Tudor Jones
The market remains active, but for systematic trader...
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The writers behind this newsletter.
Quant discretionary trader. Former data scientist & Astrophysicist. I manage two quant strategies in my PA: i) a concentrated long-only equity strategy with a holding period of 6-18 months, & ii) swing long/short with a holding period of 4-8 weeks
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