Diary of a Quant
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A thought on alpha discovery
On the beach, after maybe too many margaritas.
Oct 6, 2024
•
Ninja Quant
27
February 2024
One of the oldest HFT alphas
High frequency trading is relatively new. However, some of the concepts used have been around for quite some time
Feb 12, 2024
•
Ninja Quant
59
1
Get your alphas right
Before finding alpha, you must understand alpha
Feb 5, 2024
•
Ninja Quant
24
1
January 2024
Your backtest is probably wrong
Why the awesome results you're seeing in your backtest may break your heart in the future
Jan 28, 2024
•
Ninja Quant
30
2
Algorithmic trading terrorism
Forbidden practices in High Frequency Trading
Jan 21, 2024
•
Ninja Quant
36
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