Quantocracy, Author at Quantocracy

This is a summary of links recently featured on Quantocracy as of Friday, 06/12/2026. To see our most recent links, visit the Quant Mashup. Read on readers! The Right Way to Use AI in Trading (This Week) [Algorithmic Advantage] Yes, this is my first article without a podcast attached. The first of many, I hope. […] The post Recent Quant Links from Quantocracy as of 06/12/2026 appeared first on Qu…

This is a summary of links recently featured on Quantocracy as of Tuesday, 06/09/2026. To see our most recent links, visit the Quant Mashup. Read on readers! Forecasting statistical estimates when data gets real [Investment Idiocy] This is my third post in a series about optimisation and fitting. In my previous post I used random […] The post Recent Quant Links from Quantocracy as of 06/09/2026 a…

This is a summary of links recently featured on Quantocracy as of Saturday, 06/06/2026. To see our most recent links, visit the Quant Mashup. Read on readers! The crossword puzzle of fitting – why across and then down? [Investment Idiocy] This will be the first in a series of posts about portfolio optimisation. Main reason […] The post Recent Quant Links from Quantocracy as of 06/06/2026 appeared…

This is a summary of links recently featured on Quantocracy as of Thursday, 06/04/2026. To see our most recent links, visit the Quant Mashup. Read on readers! The software side of replication [Implementing QuantLib] Hello again! Todays post was originally published in the November 2025 issue of Wilmott Magazine. What if you could make it […] The post Recent Quant Links from Quantocracy as of 06/0…

This is a summary of links recently featured on Quantocracy as of Monday, 06/01/2026. To see our most recent links, visit the Quant Mashup. Read on readers! When Is a Mispricing Not a Mispricing? [Robot Wealth] Last time, I showed you a pattern in energy spreads and asked what it meant. The answer seemed obvious: […] The post Recent Quant Links from Quantocracy as of 06/01/2026 appeared first on …

This is a summary of links recently featured on Quantocracy as of Saturday, 05/30/2026. To see our most recent links, visit the Quant Mashup. Read on readers! How to Build a Reliable Algo Trading Infrastructure [Concretum Group] More and more traders are using Claude Code, ChatGPT, Cursor, and other LLMs to build and automate their […] The post Recent Quant Links from Quantocracy as of 05/30/2026…

This is a summary of links recently featured on Quantocracy as of Wednesday, 05/27/2026. To see our most recent links, visit the Quant Mashup. Read on readers! Quantpedia Awards 2026 Winners Announcement [Quantpedia] Welcome to the Quantpedia Awards 2026 winners announcement. For the third time, we are proud to celebrate excellence in quantitative research and […] The post Recent Quant Links from…

This is a summary of links recently featured on Quantocracy as of Sunday, 05/24/2026. To see our most recent links, visit the Quant Mashup. Read on readers! The Metamorphosis [Robot Wealth] Pairs trading remains a feasible approach for the indie trader. But, as we saw last time, there are inherent limitations. Trading both legs eats […] The post Recent Quant Links from Quantocracy as of 05/24/202…

This is a summary of links recently featured on Quantocracy as of Wednesday, 05/20/2026. To see our most recent links, visit the Quant Mashup. Read on readers! How to Manage an Intraday Trend Trade [Concretum Group] In managing our book, we run trend strategies across multiple asset classes and at different speeds, with exposure ranging […] The post Recent Quant Links from Quantocracy as of 05/20…

This is a summary of links recently featured on Quantocracy as of Sunday, 05/17/2026. To see our most recent links, visit the Quant Mashup. Read on readers! Agentic Workflows for Alpha Research [Jonathan Kinlay] There is by now a small mountain of vendor material claiming that AI agents will run hedge funds. The reality on […] The post Recent Quant Links from Quantocracy as of 05/17/2026 appeared…

This is a summary of links recently featured on Quantocracy as of Monday, 05/11/2026. To see our most recent links, visit the Quant Mashup. Read on readers! “Surfing the Equity Curve”: Using Trend-Following to Switch Strategies On and Off [Allocate Smartly] This is the third installment in a series on selecting Tactical Asset Allocation (TAA) […] The post Recent Quant Links from Quantocracy as of…

This is a summary of links recently featured on Quantocracy as of Sunday, 05/10/2026. To see our most recent links, visit the Quant Mashup. Read on readers! The NAAIM Exposure Index: Incorporating Active Investment Mgr Sentiment into Asset Alloc [Portfolio Optimizer] The NAAIM Exposure Index represents the average exposure to U.S. equity markets as reported […] The post Recent Quant Links from Qu…

This is a summary of links recently featured on Quantocracy as of Wednesday, 05/06/2026. To see our most recent links, visit the Quant Mashup. Read on readers! Selecting TAA Strategies Based on Recent Performance, Part 2: Recent Sharpe Ratio [Allocate Smartly] This is the second installment in a multipart series on selecting Tactical Asset Allocation […] The post Recent Quant Links from Quantocra…

This is a summary of links recently featured on Quantocracy as of Monday, 05/04/2026. To see our most recent links, visit the Quant Mashup. Read on readers! Deep Learning for Volatility Surface Repair [Jonathan Kinlay] A self-contained synthetic benchmark of a small mask-conditional CNN against calendar-projected linear interpolation and a per-slice SVI fit. A volatility […] The post Recent Quant…

This is a summary of links recently featured on Quantocracy as of Sunday, 05/03/2026. To see our most recent links, visit the Quant Mashup. Read on readers! I paper-traded 22 popular crypto strategies on real fees for 10 days. Here’s the data. [Strat Proof] Why I'm publishing this I wanted to build a trading bot […] The post Recent Quant Links from Quantocracy as of 05/03/2026 appeared first on Q…

This is a summary of links recently featured on Quantocracy as of Wednesday, 04/29/2026. To see our most recent links, visit the Quant Mashup. Read on readers! Selecting TAA Strategies Based on Recent Performance (Part 1) [Allocate Smartly] This is the first of a multipart series examining the selection of Tactical Asset Allocation (TAA) strategies […] The post Recent Quant Links from Quantocracy…

This is a summary of links recently featured on Quantocracy as of Saturday, 04/25/2026. To see our most recent links, visit the Quant Mashup. Read on readers! The Skip-Month Mystery: What Last Month s Returns Are Really Telling You [Alpha Architect] New research challenges a long-standing rule in momentum investingand reveals surprising insights about when […] The post Recent Quant Links from Qua…

This is a summary of links recently featured on Quantocracy as of Wednesday, 04/22/2026. To see our most recent links, visit the Quant Mashup. Read on readers! Backtests Lie: Building a Stress-Test Framework for ML Trading Signals [Vertox Quant] One of your first thoughts when looking at a strangers backtest is probably that its overfit, […] The post Recent Quant Links from Quantocracy as of 04/2…

This is a summary of links recently featured on Quantocracy as of Monday, 04/20/2026. To see our most recent links, visit the Quant Mashup. Read on readers! Mean-Variance Optimization in Practice: Reverse Optimization and Implied Expected Returns [Portfolio Optimizer] The fact that mean-variance optimizers are highly sensitive to changes in expected returns [] is well […] The post Recent Quant Li…

This is a summary of links recently featured on Quantocracy as of Saturday, 04/18/2026. To see our most recent links, visit the Quant Mashup. Read on readers! Exploiting Mean-Reversion in Decentralized Prediction Markets: Evidence from Polymarket [Quantpedia] This study examines the profitability of mean-reversion trading strategies applied to binary outcome contracts on Polymarket, the worlds [……