PinnedIntroducing: The Quant’s PlaybookA 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…Data Science2 min readData Science2 min read
Published in DataDrivenInvestor·PinnedMember-onlyI Needed Money, So I Started Options-HackingReturning to an old strategy feels nice, but making more money the second-time around feels even better. Background If you’ve been here awhile, you’d see that I experiment with a large array of strategies. This helps me learn new things and run a diverse portfolio, but sometimes, it makes me forget…Programming4 min readProgramming4 min read
Published in DataDrivenInvestor·PinnedMember-onlyI Figured Out How to Predict the Stock Market — and Still Lost Money.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…Programming6 min readProgramming6 min read
Published in The Financial Journal·PinnedMember-onlyI Needed Money, So I Started QData TradingWith an ever-changing landscape, once profitable strategies have failed to create returns. But with the right data and technology, traders big and small are still reaping profits. Here we show exactly how it works. Technology Setup For this to work, all you need is access to a laptop/desktop. We will be running…Money5 min readMoney5 min read
Published in DataDrivenInvestor·PinnedMember-onlyMaking Real Money With AlgorithmsWith prices rising across the globe, it is now a matter of fact that we must all start making more money. Writing code helps with that, so here’s one that is bringing in much-needed cash. If you’ve read my prior articles, you’d know that I prefer income-generation methods that minimize…Technology5 min readTechnology5 min read
Mar 14Member-onlyI Needed Money, So I Read The Quant’s PlaybookStarting 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. …Technology2 min readTechnology2 min read
Feb 3Member-onlyHere’s What an ACTUAL Trading Edge Looks LikeUsing data to build out a real-world information advantage. In sum, markets are a reflection of changes in information. Price discovery comes not from obscure technical factors, but rather from changes in information. So naturally, if one wants to succeed in markets, one must have a robust information framework. The…Finance4 min readFinance4 min read
Published in The Financial Journal·Jan 23Member-onlyI Almost Got Rich From a Sports Betting AlgorithmTake an inside look into the world of high-frequency, quantitative betting. A few weeks back, I started building out an algorithm that would predict game winners and bet on them accordingly. The system notched over 60% accuracy across 20 years of data. However, I found that just betting on the…Technology5 min readTechnology5 min read
Published in DataDrivenInvestor·Jan 17Member-onlyI Tried Front-Running Stocks From HomeA data-backed trading strategy analysis with interesting revelations. — Year after year, we see headlines of high-frequency trading firms notching record profits. So naturally, I wanted to see if I could replicate some of that action for myself. Background This strategy assumes that on a micro/milli-second basis, there is a lag in the order flow of similar stocks. The baseline…Programming4 min readProgramming4 min read
Dec 29, 2022Member-onlyThere Is a HUGE Inefficiency In The Stock MarketSomething is seriously messed up in the markets. Background Let’s quickly go over some background knowledge that will allow you to understand the inefficiency. Companies sometimes go public offering two classes of shares. Using Google for example, the Class A shares are represented by the ticker symbol(“GOOGL”) and the Class C…Programming5 min readProgramming5 min read
