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 a result, I have received a trove of positive feedback that indicates readers want even more. So because of this, I am launching The Quant’s Playbook. A no-frills research newsletter that goes deep into the weeds of more sophisticated operations, with verified proof of my trades surrounding them.
This publication is being created to help scratch the itch that you have in truly understanding market mechanics and practice. To give an example, the first subscriber-only post in the playbook is for my latest arbitrage strategy involving the Implied Correlation index. In it, I do a deep-dive of what the index represents, how it’s calculated, and of course, how it can be arbitraged profitably (with trade proof). You can have a look here: https://quantgalore.substack.com/p/arbitraging-the-implied-correlation
I will still continue to post publicly here, but to reflect Medium’s general audience, the posts will remain shorter, and more surface-level.
Furthermore, since this new community will be smaller and more personalized, it will now be the only way to contact me directly for things regarding feedback/implementation/strategies, etc. While I would like to individually interact with those of you who contact me though Medium, the sheer volume makes it difficult to do so.
The first post is up, and insights have already started cooking, hope to see you over :)