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Artwork for Quantreo

Quantreo

Lucas

Real-life quant trading tips. All Friday by mail.

Platform
Substack
PricingOnly free issuesPublishesWeekly
Issues35SubscribersRead newsletter.quantreo.com

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#220
Substack
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Latest Issues

Recent posts by this newsletter. Browse the email archive.

Integrating Exogenous Drivers into Market Models

Most quantitative models treat each market as if it were isolated.

13 days ago
4
0

Adapting Strategies to Market Structure

Markets do not behave the same way all the time. Their structure shifts with the hour, the day, and the trading session.

20 days ago
1
0

Cross-Asset Learning: Finding True Structure Beyond Noise

After developing a directional prediction model on a single asset, the next logical question was simple: does it generalize?

a month ago
9
2

Filtering Noise, Finding Structure

Financial data is anything but “normal.” Markets don’t move in smooth, Gaussian patterns, they jump, spike, and synchronize under stress. In calm periods, relationships between assets appear stable; during crises, correlations suddenly conv...

a month ago
0
0

Authors

The writers behind this newsletter.

  • Lucas

    Quant Trader

  • Frequently Asked Questions

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