ktanyawong·1d agoPairs Trading: Dual-Listed PairsClassic pairs trading: two stocks, one relationshipA response icon1A response icon1
DefconQ·Nov 2The Hidden Cost of a Good Idea — Where Quant Research Loses TimeFrom Research to Live Markets · Part 1
Navnoor Bawa·Oct 25Ed Thorp Published the Convertible Hedge in 1967. Ken Griffin Built Citadel on It.Ed Thorp handed his cartons of convertible prospectuses to the young trader who would build Citadel on the hedge Thorp had run.
Navnoor Bawa·Oct 22Warren Buffett Called Black-Scholes Prices Absurd in 2009. His Puts Proved Half of It.Buffett won his bet against Black-Scholes and lost the argument: the formula he mocked prices a hedge, and Berkshire did not hedge.A response icon2A response icon2
InPython in Plain EnglishbySimplifiedzone·Sep 15Python X Finance: Architecting a Robust Financial Data PipelineBeyond Basic Python in Finance Series: Article 1
Ajlal·Sep 14Why Your Financial Data Can Lie to YouSometimes the number is correct. The problem is that we don’t always know what the number is actually telling us.
Navnoor Bawa·Sep 4Two Goldman Quants Fixed Markowitz’s Formula. Few Funds Check Which Half Works.Goldman’s reverse-optimization anchor tames a 1,144% bond weight. The view-blending everyone studies adds just 1.6% more Sharpe.A response icon2A response icon2
Karthik Velavarthypathi·Sep 2Building a Cross-Sectional ML Framework for Equity Return Prediction: A 20-Year Out-of-Sample StudyCan machine learning beat momentum on S&P 500 stocks? I spent a semester finding out, and the answer is more nuanced than you’d expect.A response icon2A response icon2
InInsiderFinance WirebySimplifiedzone·Aug 26Python Fundamentals for Quants (Ch 2)Revised 2nd Chapter of “Python for Quantitative Finance” (3rd Edition)A response icon1A response icon1
Andrew Zuo·Aug 15Nvidia Wants You To Buy GPU-Backed SecuritiesRecently I watched this video where the CEOs of Nvidia, Goldman Sachs, and Brookfield as well as a few other executives all sat together…A response icon4A response icon4
