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Quant Trading Rules

Quantitativo

Quant trading strategies, insights, and ideas.

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Issues39Founded2 years agoLast Issue18 days ago
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Latest Issues

Two years of Quantitativo

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...

18 days ago
31
2

Uncertainty

In the Salon of Madame Geoffrin in 1755. Reading of Voltaire's tragedy, The Orphan of China

The idea

“Doubt is not a pleasant condition, but certainty is a ridiculous one.” Voltaire

Voltaire was arguably the most influential intellec...

2 months ago
52
28

More Bets, Better Bets

Ed Thorp in 1964. | Leigh Weiner for Newsweek

The idea

“Casino gambling with a system where you have the edge is a wonderful teacher for elementary money management.” Ed Thorp

Ed Thorp is the money manager I admire most. Many people...

3 months ago
27
7

Portfolio Optimization

Harry Markowitz, Nobel-Winning Pioneer of Modern Portfolio Theory

The idea

“An investor who knew future returns with certainty would invest in only one security.” — Harry Markowitz

We don’t know the future. This is why we intuitively...

4 months ago
31
4

Murphy's Law

MQ-1 Predator multi-role UAV

The idea

“Anything that can go wrong, will go wrong.”

— Major Edward A. Murphy Jr., aerospace engineer

A few days ago in Abu Dhabi, I met an old friend I hadn’t seen since our graduation. We were amo...

6 months ago
58
17

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