PinnedMachine Learning for Sports Betting: MLB EditionApplying cutting-edge machine learning techniques to the fascinating world of sports betting. For those that may be unfamiliar, sometime ago, I set out to try applying machine learning models to real-world sports betting with the goal of creating systematic, data-driven profits. Well… that went well, very well:Machine Learning3 min readMachine Learning3 min read
PinnedMember-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
PinnedMember-onlyThe Most Profitable Strategy You’ve Never Heard OfStep 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…Data Science3 min readData Science3 min read
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 inDataDrivenInvestor·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
Sep 8Member-onlyThe Most Underrated Volatility IndicesIn 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:Data Science6 min readData Science6 min read
Sep 4Member-onlyThe Hottest Quant Trade of The YearThings 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. So, as we are currently on the verge of a significant regime…Data Science5 min readData Science5 min read
Published inDataDrivenInvestor·Sep 1The 101s of Quant Sports BettingAfter 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…Data Science6 min readData Science6 min read
Aug 28Member-onlyRocket Science? Meet Quant Trading.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. However, although what really goes on behind the scenes may not be too complex, sometimes, it really is…Data Science5 min readData Science5 min read
Aug 25Member-onlyRegime Sniffing: The HFT PlaybookWhen something smells foul in markets, you better believe that HFT already knows about it. High-frequency trading (HFT) algorithms are mainly known for their high speeds and positive effect of increasing liquidity in markets. While this is a proper recognition, very little is known about the intelligence used in…Data Science6 min readData Science6 min read
