Archive - Diary of a Quant

A thought on alpha discovery

On the beach, after maybe too many margaritas.

Oct 6, 2024 •

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 •

Get your alphas right

Before finding alpha, you must understand alpha

Feb 5, 2024 •

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 •

Algorithmic trading terrorism

Forbidden practices in High Frequency Trading

Jan 21, 2024 •

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