Library
Blogs
Posts from quant and economics blogs and newsletters. 225 items, newest first.
- 20 May 20261shares
Revisiting Low Risk Pullback Strategy
The article discusses the Low Risk Pullback Strategy, a trading approach that has been effective since it was first introduced over ten years ago.
BlogsQuantitativeIn No. 131
- 20 May 2026
Trend Followers and Responsible Investing
Systematic macro strategies, particularly trend-following approaches, face difficulties in responsible investing. However, these challenges can be overcome with specific solutions.
BlogsRelatedIn No. 131
- 16 Apr 20263shares
Hedging in Strong Markets
Hedging can be expensive and less effective in strong markets, but using a market-neutral strategy has provided much better risk-adjusted returns than not hedging over the past five years.
BlogsRelatedIn No. 130
- 3 Apr 20264shares
Market Response to Trump's Social Media Announcement
On March 24, oil and stock trading surged right before Donald Trump reported positive talks with Iran, causing oil prices to drop and stock indexes to rise sharply.
BlogsQuantitativeIn No. 129
- 3 Apr 20262shares
Commodities: Contango to Backwardation
Contango to Backwardation: The US-Iran War has changed oil prices from contango to backwardation, indicating a higher demand for immediate oil delivery than for future delivery.
BlogsRelatedIn No. 129
- 4 Mar 20261shares
Insider Trading & Market Violence
Insider trading in prediction markets has emerged as an unexpected problem, highlighting the irony of this practice occurring in platforms designed for forecasting events, where transparency and fairness are essential.
BlogsQuantitativeIn No. 128
- 4 Mar 20261shares
Resilient Quant Strategies
Investors fear a Quant Winter, but improved strategies are helping markets stay strong.
BlogsRelatedIn No. 128
- 4 Mar 2026
Reflections by Shyam
Shyam Sunder emphasizes that active thinking is crucial for making better investment choices.
BlogsRelatedIn No. 128
- 12 Feb 20264shares
The Risks of Options
An options-selling strategy suffered major losses from volatility linked to the Indian budget and a US-India trade deal, erasing months of gains.
BlogsQuantitativeIn No. 127
- 2 Feb 20263shares
Green Bonds Explained
Green bond issuance has significantly increased over the last five years, leading to comparisons with conventional bonds.
BlogsQuantitativeIn No. 126
- 2 Feb 20261shares
Investment Risk Forecasting
Russell Korgaonkar discusses how investors can use market signals to enhance risk prediction and optimize portfolio management.
BlogsQuantitativeIn No. 126
- 2 Feb 20261shares
Optimal Market Allocation for Trends
The article details methods for wisely distributing investments in various markets while following trends.
BlogsRelatedIn No. 126
- 2 Feb 2026
Silver Beds, Golden Dreams?
It examines possible difficulties and concerns that may occur when using the trend-following investment strategy.
BlogsRelatedIn No. 126
- 16 Jan 2026
Profits vs. Growth
The article explains that focusing on key performance metrics can enhance a business's overall success.
BlogsRelatedIn No. 125
- 28 Dec 20254shares
Enhancing Risk with Options
Option-implied volatility data can help investors manage risk in a more systematic way.
BlogsQuantitativeIn No. 124
- 28 Dec 20253shares
Smart Portfolio Choices
Russell Korgaonkar highlights the importance of smart portfolio choices for quantitative investors during uncertain times.
BlogsQuantitativeIn No. 124
- 28 Dec 20253shares
ZShift: Boosting Returns
Boosting Returns: Hedge fund tactics and better risk management can improve traditional 60/40 investment portfolios.
BlogsQuantitativeIn No. 124
- 28 Dec 20252shares
Strategies for Uncertainty
A long-term investment approach that focuses on diversification and risk controls can work well without needing to foresee the future.
BlogsQuantitativeIn No. 124
- 28 Dec 20252shares
Leveraging Private Insights
Insights gained from private markets can signal trends in public markets, with natural language processing aiding this analysis.
BlogsQuantitativeIn No. 124
- 28 Dec 20252shares
Terrorism Insurance Insights
The AHL team examines terrorism insurance as an alternative to catastrophe bonds.
BlogsRelatedIn No. 124
- 28 Dec 20251shares
Responsible Government Bond Investing
Governments use bonds to fund long-term sustainability projects and shape key policies.
BlogsRelatedIn No. 124
- 28 Dec 20251shares
Trend Following in 2025
Despite difficulties in 2025, Man AHL's CIO believes patient trend investors will reap benefits.
BlogsRelatedIn No. 124
- 28 Dec 20251shares
Cryptocurrency Risks: Position Scaling
Position Scaling: Modifying investment amounts according to volatility improves cryptocurrency risk management.
BlogsRelatedIn No. 124
- 28 Dec 20251shares
Successful Portfolio Construction
Successful portfolio building is like a great recipe, needing a well-thought-out formula.
BlogsRelatedIn No. 124
- 19 Dec 202512shares
Reinforcement Learning in Financial Decisions
Reinforcement learning helps simplify investment decisions and offers reliable solutions for financial decision-making.
BlogsQuantitativeIn No. 123
- 19 Dec 20257shares
Volatility Benchmark
The VRP benchmark for options trading is performing well with a projected 20% annual growth over eight months despite market difficulties.
BlogsRelatedIn No. 123
- 1 Dec 20254shares
Daily Rhythm Trading
New research indicates that financial market patterns may persist longer than expected, questioning traditional views on market efficiency.
BlogsQuantitativeIn No. 121
- 1 Dec 20251shares
BidAsk Bounce vs. Volatility
The article examines the relationship between bid-ask bounce and volatility to assess their effects on trading prices.
BlogsQuantitativeIn No. 121
- 1 Dec 20251shares
Innovation in Trend-Following
Russell Korgaonkar emphasizes the need for innovative trend-following strategies at Man AHL due to advancements in technology and risk management by 2025.
BlogsQuantitativeIn No. 121
- 1 Dec 2025
Political Parties and Market Impact
The article explores how political shifts between conservative and liberal ideologies influence long-term stock market trends.
BlogsRelatedIn No. 121
- 1 Dec 2025
Journey to Literature: Discovering Rushdie
Discovering Rushdie: A writer shares their impactful childhood experience with literature, beginning with Salman Rushdie's Midnight’s Children.
BlogsRelatedIn No. 121
- 19 Nov 20253shares
AI Limits for Alpha
AI research analysts can run nonstop to help quantitative investing, but humans must supervise and validate their findings.
BlogsQuantitativeIn No. 120
- 19 Nov 20253shares
Quant Letter — Nov '25 Wk2
Course announced; three ML/LLM papers summarized: Swiss news boosts short-term GDP forecasts, ClusterShapley fairly attributes parts of LLM summaries, and RAGIT automates earnings analysis.
BlogsQuantitativeIn No. 120
- 19 Nov 20253shares
Day in the Life — Rates Dev
Exinterest-rates developer describes a day fixing and supporting front- and middle-office trading spreadsheets at a big bank.
BlogsQuantitativeIn No. 120
- 19 Nov 20252shares
Price Power
Stocks that can set prices tend to keep steady gross margins, and a fund tracking them might beat the market.
BlogsRelatedIn No. 120
- 12 Nov 20254shares
- 12 Nov 20254shares
Quant Revival
Mixing different, uncorrelated quant strategies can boost portfolio returns.
BlogsQuantitativeIn No. 119
- 12 Nov 20253shares
Medallion Strategy
Jim Simons gains an edge by using massive data and spotting tiny statistical patterns.
BlogsQuantitativeIn No. 119
- 12 Nov 20253shares
ExUS Small Caps
Global ex‑US small‑cap stocks can give quants extra returns and diversification.
BlogsQuantitativeIn No. 119
- 12 Nov 20252shares
Election Factors
Past presidential election results can change which quant factors work best.
BlogsQuantitativeIn No. 119
- 12 Nov 20252shares
Reddit Crypto Sentiment
Crypto markets are much more volatile and less tied to fundamentals than traditional stocks.
BlogsRelatedIn No. 119
- 12 Nov 20252shares
Nowcasting vs Analysts
In Japan, investor habits make analyst-based momentum strategies less effective, so alternative data could help forecasts.
BlogsRelatedIn No. 119
- 12 Nov 20251shares
Cryptonite Nov 2025
Crypto market is down: Bitcoin fell below the six-figure mark and Ethereum lost recent gains.
BlogsRelatedIn No. 119
- 4 Nov 20257shares
Asian Quant
Quant finance used to be concentrated in big global centers like New York and London.
BlogsQuantitativeIn No. 118
- 4 Nov 20254shares
Risk vs. Portfolio
Modern risk management grew out of work by a small group of New York quants between 1987 and 1993.
BlogsQuantitativeIn No. 118
- 4 Nov 20253shares
NYC Mayor Markets
A prediction market shows the NYC mayoral race as basically decided, and Bill Ackman objects to that signal.
BlogsQuantitativeIn No. 118
- 4 Nov 20252shares
Connors R3
Tests Larry Connors' R3 strategy and reports how it performed on historical data.
BlogsRelatedIn No. 118
- 4 Nov 20252shares
Neural-Net Indicator Pt.3
Uses a neural net to tune a trading indicator on 10‑minute EUR/USD and shows preliminary results.
BlogsRelatedIn No. 118
- 4 Nov 20252shares
LongTerm Trading Strategies
Outlines three long‑term trading strategies designed to reduce drawdowns and capture more bull‑market gains.
BlogsRelatedIn No. 118
- 4 Nov 20252shares
Coding Traders
NYT piece on how technology and regulations like Dodd‑Frank have transformed trading on Wall Street.
BlogsRelatedIn No. 118
- 27 Oct 20253shares
Naked CDS
Using a Hamlet analogy, warns that buying naked CDS on Danish government bonds could push up Denmark’s borrowing costs.
BlogsQuantitativeIn No. 117
- 27 Oct 20253shares
Junior Buyside Quant
A junior quant researcher describes their role on a central team at a New York multimanager hedge fund that builds and trades the firm’s own strategies.
BlogsQuantitativeIn No. 117
- 27 Oct 20253shares
x Leveraged ETF Strategy
Argues that, despite daily rebalancing concerns, holding triple‑leveraged ETFs can sometimes be a viable long‑term strategy.
BlogsQuantitativeIn No. 117
- 27 Oct 20251shares
QuantNet 2026 Preview
A pre-2026 thread collecting speculative ranking discussion that will be turned into the official commentary after results.
BlogsRelatedIn No. 117
- 27 Oct 2025
MAR Ratio Primer
Explains the MAR Ratio (return ÷ max drawdown) as a simple way to see how well an investment balances return and risk.
BlogsRelatedIn No. 117
- 27 Oct 2025
Why Day Traders Fail
Short YouTube video that visually shows the MAR Ratio and why it matters for evaluating investments.
BlogsRelatedIn No. 117
- 9 Oct 20252shares
Retail Traders' Market Losses
The options market, previously controlled by expert institutional investors, has seen a rise in involvement from individual investors lately.
BlogsQuantitativeIn No. 115
- 9 Oct 20251shares
Low CGPA to Dream Schools
The author discusses their acceptance into several prestigious Mathematical Finance programs, including those at Columbia, NYU, NCSU, and Nanyang Business School in Singapore.
BlogsRelatedIn No. 115
- 9 Oct 202410shares
Deep Learning Predicts SCFI with Chinese Futures
A study has found that a deep learning model can effectively predict the Shanghai Containerized Freight Index using the prices of Chinese commodity futures.
BlogsQuantitativeIn No. 69
- 9 Oct 20243shares
NAAIM Exposure Index Strategy Backtest
The NAAIM Exposure Index is increasingly being used as a method to monitor investor sentiment.
BlogsQuantitativeIn No. 69
- 9 Oct 20242shares
Ergodic Oscillator
The Ergodic Oscillator is a technical analysis tool that traders use to incorporate statistical methods into their strategies.
BlogsRelatedIn No. 69
- 9 Oct 20241shares
Bullish Harami Analysis
Traders use different methods such as indicators and price movement studies to analyze financial markets.
BlogsRelatedIn No. 69
- 9 Oct 20241shares
Twiggs Money Flow
Traders are always on the lookout for advanced tools to help them better understand and navigate the volatile financial markets.
BlogsRelatedIn No. 69
- 3 Oct 20245shares
Gold Equity Impact
To excel in NZDUSD trading, one must grasp the concepts of timing, risk management, and market dynamics.
BlogsQuantitativeIn No. 68
- 3 Oct 20244shares
NFP Strategy
Non-Farm Payroll (NFP) reports greatly affect the volatility and price fluctuations in financial markets.
BlogsQuantitativeIn No. 68
- 3 Oct 20244shares
Stocks vs. Commodities
The relationship between gold prices and equity is intricate, with commodities and commodity stocks behaving differently based on the commodity firm's economics.
BlogsQuantitativeIn No. 68
- 25 Sep 20244shares
US Fed Rate Cut Traders Impact
The article examines the potential impact on Indian equity markets following the US Federal Reserve's 50bps cut in the Fed Fund rate.
BlogsQuantitativeIn No. 67
- 18 Sep 20246shares
ETFs Performance
A group of US trend-following ETFs, managing about $5 billion, have significantly underperformed compared to their benchmarks over nearly a decade.
BlogsQuantitativeIn No. 66
- 10 Sep 20248shares
AI Investment Failures
The article discusses the limitations of AI in investment strategies and proposes network data analysis as a potential solution.
BlogsQuantitativeIn No. 65
- 10 Sep 20242shares
PostPandemic Domestic Boom
The article examines the surge in domestic market flows post-COVID, emphasizing the transition from foreign to local control and its effect on market peaks.
BlogsQuantitativeIn No. 65
- 5 Sep 20242shares
Practical Trading Strategy
The article offers a guide on a trading strategy centered on the EURUSD price.
BlogsQuantitativeIn No. 64
- 5 Sep 20241shares
Disparity Analysis
The article explores the increasing use of technical indicators and analysis tools by traders.
BlogsQuantitativeIn No. 64
- 5 Sep 2024
WazirX Hack
The article reports on the WazirX hack in July, resulting in a loss of $230 million in crypto.
BlogsQuantitativeIn No. 64
- 28 Aug 20246shares
Financial Engineering Education Benefits
A graduate degree in financial engineering can significantly boost a career in quantitative finance.
BlogsQuantitativeIn No. 63
- 28 Aug 20243shares
Adaptive Laguerre Filter Strategy
Responsive indicators are essential for effective technical analysis in the rapid world of financial trading.
BlogsQuantitativeIn No. 63
- 28 Aug 20243shares
Roles for Financial Engineers
According to Linda Kreitzman, students of the Master of Financial Engineering program at Berkeley have numerous job opportunities.
BlogsQuantitativeIn No. 63
- 28 Aug 20242shares
Quantnets C Certificates Success
A student recounts their experience of landing an Associate C Developer role at a leading Investment Bank after signing a contract.
BlogsQuantitativeIn No. 63
- 28 Aug 20241shares
Trends in Financial Engineering Landscape
Alysa Turkowitz has 20 years of experience in supporting top-tier graduate programs at prestigious universities in various areas, including admissions, career services, and curriculum affairs.
BlogsQuantitativeIn No. 63
- 28 Aug 20241shares
Financial Engineering Prep
The article offers advice on how to prepare for a career in Financial Engineering.
BlogsRelatedIn No. 63
- 28 Aug 2024
Market News
The article criticizes CNBC's Markets in Turmoil for being sensationalist and lacking informative content.
BlogsRelatedIn No. 63
- 21 Aug 20245shares
Forex Trading for Beginners
The article offers advice on improving forex trading strategies for all levels of traders.
BlogsQuantitativeIn No. 62
- 21 Aug 20243shares
Free Trading Strategies
The piece stresses the need to comprehend different trading strategies in the financial market.
BlogsQuantitativeIn No. 62
- 21 Aug 20243shares
Quant Letter Aug 2024
The study presents a novel technique using autoencoders to improve signal to noise ratio in financial data, underlining the importance of group structures in financial data analysis.
BlogsQuantitativeIn No. 62
- 21 Aug 20242shares
Impact of Framing Effect
The research explores the framing effect in trading bias, a mental bias that can influence traders' choices by altering the presentation of information.
BlogsRelatedIn No. 62
- 21 Aug 20242shares
CAD CHF Trading Strategies
The guide offers trading advice for the CADCHF pair, featuring live rates, major influencing elements, and latest performance.
BlogsRelatedIn No. 62
- 15 Aug 20241shares
Bank of Japan Raises Rate
The Bank of Japan increased its interest rate to 0.25 due to a weak yen, causing a surge in the currency and concerns about a yen carry trade unwind.
BlogsQuantitativeIn No. 61
- 7 Aug 2024
Winning Momentum
As the article content is not provided, a summary cannot be generated.
BlogsQuantitativeIn No. 60
- 7 Aug 2024
Days in Charts
The article discusses the current election cycle, describing it as the most astonishing in living memory, with three months still to go.
BlogsRelatedIn No. 60
- 31 Jul 2024
American Identity: Ancestry vs. Creed
Ancestry vs. Creed: Francis Fukuyama's latest essay delves into the differing concepts of national identity, one based on lineage and the other on belief systems.
BlogsQuantitativeIn No. 59
- 31 Jul 2024
Envy vs Pleasure
The article discusses the distinct nature of envy, highlighting that unlike most emotions, it does not provide any real pleasure.
BlogsRelatedIn No. 59
- 24 Jul 20243shares
HighLow Bands Trading Strategy
The HighLow tool is increasingly popular in the financial trading industry for improving technical analysis.
BlogsQuantitativeIn No. 58
- 24 Jul 20243shares
ZigZag Fibonacci Market Analysis Strategy
The Zigzag Fibonacci is a tool used in technical analysis to identify patterns in the unpredictable fluctuations of financial markets.
BlogsQuantitativeIn No. 58
- 24 Jul 2024
Biden's Election Impact by Rajiv Sethi
If Joe Biden withdraws as the Democratic nominee, many election prediction models would require significant adjustments due to reliability and continuity issues.
BlogsRelatedIn No. 58
- 24 Jul 2024
Democratic Party's Auction by Rajiv Sethi
The Democratic party is experiencing an allpay auction, where all factions must pay their bids even if they don't win.
BlogsRelatedIn No. 58
- 24 Jul 2024
Momentum and SVM by Shyam Sunder
The article explores different facets and impacts of Artificial Intelligence.
BlogsRelatedIn No. 58
- 17 Jul 20242shares
Exotic Markets
Russell Korgaonkar discusses Man AHL's investment in unusual markets, highlighting potential benefits for investors and predicting future trends.
BlogsQuantitativeIn No. 57
- 17 Jul 20241shares
TSV Strategy
The article explores the use of Time in simplifying the analysis of price fluctuations and spotting trading opportunities.
BlogsQuantitativeIn No. 57
- 17 Jul 2024
Speculation & Innovation
The article examines the role of speculation in driving innovation.
BlogsRelatedIn No. 57
- 17 Jul 2024
Independent Event Probability
The article delves into the idea of events that occur independently of human beliefs or perceptions.
BlogsRelatedIn No. 57
- 10 Jul 20243shares
RSI Guide by Larry Connors
The Relative Strength Index (RSI) is a technical analysis tool used to measure price momentum and change.
BlogsQuantitativeIn No. 56