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Quant Trading Rules

Quantitativo

Quant trading strategies, insights, and ideas.

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Substack
PricingFreemiumPublishesWeekly
Issues43Founded2 years agoLast Issue9 days ago
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Thomas Edison

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“The value of an idea lies in the using of it.” Thomas Edison.

In my experience, implementing research papers can sometimes work, though a perfect replication often fails. It’s never wasted effort, though: the...

9 days ago
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A person reads and annotates an article printout. Photo Credit: Y.Arcurs/iStockphoto

The idea

“I constantly see people rise in life who are not the smartest, sometimes not even the most diligent, but they are learning machines.” Charl...

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Slope, strength, and retail extrapolation

A 1.12 Sharpe signal in the shape of the price path

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Al Pacino as coach D'Amato in Oliver Stone's epic “Any Given Sunday”

The idea

“The inches we need are everywhere around us.”

Coach Tony D’Amato.

You know the scene. A broken coach, a silent room, three minutes before kickoff. A...

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