Starting chemical companies, building sports betting algorithms, and deploying quantitative trading techniques. Back in September 2022, I decided to start the transition to smarter, more in-depth pieces that would solely be featured on The Quant’s Playbook. …

Step into the high flying world of dispersion trading. — Before understanding how this strategy works, you must first understand the concept of implied correlation. Implied Correlation Implied correlation is a measure of the expected correlation between individual stocks in a basket, as priced by the options market. It reflects how closely the market expects the price movements of these…

A no-nonsense playbook for navigating the waters of quantitative trading. Hello everyone, unless you’re new here, you may have noticed that all of my posts provide actionable insight with no focus on things that only work in theory. In other words, I put my money where my mouth is. As…

I created the holy grail, everything one could wish for — but learned quite an expensive lesson regardless. Background To understand what I did, we must first learn some things about how stock prices move. Everyone has their own view of how prices move, but a common one — and one…

Better strategies, better models, and of course, better profits. Exactly 1 year ago, I ventured out to fill the gap between useful, entertaining quantitative finance content and those passionate about the beautiful, dynamic field. What originally started as a passion project has led to discovery of proprietary models and strategies…

In the volatility game, the VIX isn’t the only player. When you hear the word “volatility index”, the first thing that comes to mind is the VIX. This isn’t without reason, as it has proven to be an invaluable tool:

Things are different now. The largest factor in quantitative trading is being able to keep up with the times. Being too far behind can put you out of business, while being too early can test your mettle. …

After the Quants dominated finance, sports betting was next. When you think of the term “sports betting algorithm” what comes to mind? A black box with thousands of inputs and frightening accuracy? Perhaps a blue-lit server room passing out predictions at light speed? Whatever the image that comes to mind…

A wise man once said that trading isn’t rocket science. Well… sometimes it is, literally. To those outside of finance, what quantitative traders and hedge funds do may seem like rocket science. …