discretionary view, quantitative portfolio for thematic brypto long/short
it's not "vibes trading" it's "domain knowledge"
quantymacro
diagnosing ML models for noob modelers
all models are wrong, but some are hot
the only exception I make for "regime" based models in quant trading
most know how I feel about regime detection (I don't like it), but I'm making an exception for this one.
Reflections On Backtesting and Tuning Low Frequency Strategies
long, long, long thoughts on backtesting in low frequency space.
Trading Fast Signals: Multi-Period Trading At Home
my biggest W so far fr
Okay LASSO is meh, but what makes Ridge good?
what made me fell in love with ridge
Why, and how, do some traders who draw lines on charts, look at dual axis time series, regress prices against prices, make money?
cope harder anon
What I Missed When Reading Quantitative Portfolio Management The First Time (Taylor's Version)
For trend followers/long short fellas who wanna use portfolio optimisers (probably)
Variance Penalty In Portfolio Optimisation
Volatility is naughty
Infinity or -4: Gambling With Ridge Regression
bet MORE.