---
title: Blogs
url: https://www.ml-quant.com/library/blog/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
---


# Blogs

Posts from quant and economics blogs and newsletters.

- [Revisiting Low Risk Pullback Strategy](https://www.quantifiedstrategies.com/low-risk-pullback-trading-strategy/) (2026-05-20): The article discusses the Low Risk Pullback Strategy, a trading approach that has been effective since it was first introduced over ten years ago.
- [Trend Followers and Responsible Investing](https://www.man.com/insights/path-less-travelled-there-no-ri) (2026-05-20): Systematic macro strategies, particularly trend-following approaches, face difficulties in responsible investing. However, these challenges can be overcome with specific solutions.
- [Hedging in Strong Markets](https://stockviz.substack.com/p/stay-calm-and-hedge-along) (2026-04-16): 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.
- [Market Response to Trump's Social Media Announcement](https://rajivsethi.substack.com/p/information-contagion) (2026-04-03): 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.
- [Commodities: Contango to Backwardation](https://stockviz.substack.com/p/the-shape-of-futures) (2026-04-03): 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.
- [Insider Trading & Market Violence](https://rajivsethi.substack.com/p/trading-on-violence) (2026-03-04): 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.
- [Resilient Quant Strategies](https://www.man.com/insights/winters-thaw) (2026-03-04): Investors fear a Quant Winter, but improved strategies are helping markets stay strong.
- [Reflections by Shyam](https://stockviz.substack.com/p/active-ruminations) (2026-03-04): Shyam Sunder emphasizes that active thinking is crucial for making better investment choices.
- [The Risks of Options](https://stockviz.substack.com/p/thanksgiving-turkey) (2026-02-12): An options-selling strategy suffered major losses from volatility linked to the Indian budget and a US-India trade deal, erasing months of gains.
- [Green Bonds Explained](https://www.man.com/insights/path-less-travelled-green-bonds) (2026-02-02): Green bond issuance has significantly increased over the last five years, leading to comparisons with conventional bonds.
- [Investment Risk Forecasting](https://www.man.com/insights/predictability-of-risk) (2026-02-02): Russell Korgaonkar discusses how investors can use market signals to enhance risk prediction and optimize portfolio management.
- [Optimal Market Allocation for Trends](https://www.man.com/insights/trend-following-optimal-market-mix) (2026-02-02): The article details methods for wisely distributing investments in various markets while following trends.
- [Silver Beds, Golden Dreams?](https://stockviz.substack.com/p/he-who-sleeps-in-a-silver-bed-has) (2026-02-02): It examines possible difficulties and concerns that may occur when using the trend-following investment strategy.
- [Profits vs. Growth](https://stockviz.substack.com/p/growth-at-any-cost) (2026-01-16): The article explains that focusing on key performance metrics can enhance a business's overall success.
- [Enhancing Risk with Options](https://www.man.com/insights/the-shape-of-fear) (2025-12-28): Option-implied volatility data can help investors manage risk in a more systematic way.
- [Smart Portfolio Choices](https://www.man.com/insights/portfolio-decisions-dangerous-markets) (2025-12-28): Russell Korgaonkar highlights the importance of smart portfolio choices for quantitative investors during uncertain times.
- [ZShift: Boosting Returns](https://www.man.com/insights/z-shift-framework-empirical-evaluation) (2025-12-28): Boosting Returns: Hedge fund tactics and better risk management can improve traditional 60/40 investment portfolios.
- [Strategies for Uncertainty](https://www.man.com/insights/what-should-you-do) (2025-12-28): A long-term investment approach that focuses on diversification and risk controls can work well without needing to foresee the future.
- [Leveraging Private Insights](https://www.man.com/insights/tapping-private-market-insight) (2025-12-28): Insights gained from private markets can signal trends in public markets, with natural language processing aiding this analysis.
- [Terrorism Insurance Insights](https://www.man.com/insights/beyond-the-peaks) (2025-12-28): The AHL team examines terrorism insurance as an alternative to catastrophe bonds.
- [Responsible Government Bond Investing](https://www.man.com/insights/path-less-travelled-investing-responsibly-in-government-bonds) (2025-12-28): Governments use bonds to fund long-term sustainability projects and shape key policies.
- [Trend Following in 2025](https://www.man.com/insights/is-this-time-different) (2025-12-28): Despite difficulties in 2025, Man AHL's CIO believes patient trend investors will reap benefits.
- [Cryptocurrency Risks: Position Scaling](https://www.man.com/insights/crypto-too-hot-to-handle) (2025-12-28): Position Scaling: Modifying investment amounts according to volatility improves cryptocurrency risk management.
- [Successful Portfolio Construction](https://www.man.com/insights/cooking-up-sharpe) (2025-12-28): Successful portfolio building is like a great recipe, needing a well-thought-out formula.
- [Reinforcement Learning in Financial Decisions](https://blog.ml-quant.com/p/quant-letter-december-2025-week-2) (2025-12-19): Reinforcement learning helps simplify investment decisions and offers reliable solutions for financial decision-making.
- [Volatility Benchmark](https://stockviz.substack.com/p/volatility-as-beta-21f) (2025-12-19): The VRP benchmark for options trading is performing well with a projected 20% annual growth over eight months despite market difficulties.
- [Daily Rhythm Trading](https://www.quantifiedstrategies.com/daily-rhythm-day-trading-strategy/) (2025-12-01): New research indicates that financial market patterns may persist longer than expected, questioning traditional views on market efficiency.
- [BidAsk Bounce vs. Volatility](https://stockviz.substack.com/p/rolls) (2025-12-01): The article examines the relationship between bid-ask bounce and volatility to assess their effects on trading prices.
- [Innovation in Trend-Following](https://www.man.com/insights/the-big-innovation-imperative) (2025-12-01): Russell Korgaonkar emphasizes the need for innovative trend-following strategies at Man AHL due to advancements in technology and risk management by 2025.
- [Political Parties and Market Impact](https://www.quantifiedstrategies.com/republican-or-democratic-president-what-is-best-for-stocks/) (2025-12-01): The article explores how political shifts between conservative and liberal ideologies influence long-term stock market trends.
- [Journey to Literature: Discovering Rushdie](https://rajivsethi.substack.com/p/encountering-the-buddha) (2025-12-01): Discovering Rushdie: A writer shares their impactful childhood experience with literature, beginning with Salman Rushdie's Midnight’s Children.
- [AI Limits for Alpha](https://www.man.com/insights/what-ai-can-do-for-alpha) (2025-11-19): AI research analysts can run nonstop to help quantitative investing, but humans must supervise and validate their findings.
- [Quant Letter — Nov '25 Wk2](https://blog.ml-quant.com/p/quant-letter-november-2025-week-2) (2025-11-19): 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.
- [Day in the Life — Rates Dev](https://quantnet.com/threads/a-day-in-the-life-of-an-interest-rates-developer.10031/) (2025-11-19): Exinterest-rates developer describes a day fixing and supporting front- and middle-office trading spreadsheets at a big bank.
- [Price Power](https://stockviz.substack.com/p/pricing-power) (2025-11-19): Stocks that can set prices tend to keep steady gross margins, and a fund tracking them might beat the market.
- [Kalman Backtest](https://www.quantifiedstrategies.com/kalman-filter-trading-strategy/) (2025-11-12): Quants use math and data to try to predict asset prices.
- [Quant Revival](https://www.man.com/insights/the-quant-renaissance) (2025-11-12): Mixing different, uncorrelated quant strategies can boost portfolio returns.
- [Medallion Strategy](https://www.quantifiedstrategies.com/jim-simons/) (2025-11-12): Jim Simons gains an edge by using massive data and spotting tiny statistical patterns.
- [ExUS Small Caps](https://www.man.com/insights/global-ex-small-caps-opportunity-for-diversification) (2025-11-12): Global ex‑US small‑cap stocks can give quants extra returns and diversification.
- [Election Factors](https://www.man.com/insights/polling-for-alpha-presidential-elections) (2025-11-12): Past presidential election results can change which quant factors work best.
- [Reddit Crypto Sentiment](https://www.quantifiedstrategies.com/reddit-sentiment-trading-strategy/) (2025-11-12): Crypto markets are much more volatile and less tied to fundamentals than traditional stocks.
- [Nowcasting vs Analysts](https://www.man.com/insights/whispers-of-now-how) (2025-11-12): In Japan, investor habits make analyst-based momentum strategies less effective, so alternative data could help forecasts.
- [Cryptonite Nov 2025](https://stockviz.substack.com/p/cryptonite-november-2025) (2025-11-12): Crypto market is down: Bitcoin fell below the six-figure mark and Ethereum lost recent gains.
- [Asian Quant](https://quantnet.com/threads/understanding-the-quantitative-finance-industry-in-asia.46411/) (2025-11-04): Quant finance used to be concentrated in big global centers like New York and London.
- [Risk vs. Portfolio](https://quantnet.com/threads/risk-versus-portfolio-management.9953/) (2025-11-04): Modern risk management grew out of work by a small group of New York quants between 1987 and 1993.
- [NYC Mayor Markets](https://rajivsethi.substack.com/p/markets-and-the-mayors-race) (2025-11-04): A prediction market shows the NYC mayoral race as basically decided, and Bill Ackman objects to that signal.
- [Connors R3](https://www.quantifiedstrategies.com/larry-connors-r3-strategy/) (2025-11-04): Tests Larry Connors' R3 strategy and reports how it performed on historical data.
- [Neural-Net Indicator Pt.3](https://dekalogblog.blogspot.com/2025/11/expressing-indicator-in-neural-net-form.html) (2025-11-04): Uses a neural net to tune a trading indicator on 10‑minute EUR/USD and shows preliminary results.
- [LongTerm Trading Strategies](https://www.quantifiedstrategies.com/3-long-term-strategies-that-work/) (2025-11-04): Outlines three long‑term trading strategies designed to reduce drawdowns and capture more bull‑market gains.
- [Coding Traders](https://quantnet.com/threads/our-best-traders-spend-a-lot-of-their-time-pounding-away-writing-code.10630/) (2025-11-04): NYT piece on how technology and regulations like Dodd‑Frank have transformed trading on Wall Street.
- [Naked CDS](https://quantnet.com/threads/naked-cds-and-buying-fire-insurance-on-your-neighbors-house.9966/) (2025-10-27): Using a Hamlet analogy, warns that buying naked CDS on Danish government bonds could push up Denmark’s borrowing costs.
- [Junior Buyside Quant](https://quantnet.com/threads/im-a-junior-quant-researcher-working-in-a-buyside-hedge-fund-ama.62812/) (2025-10-27): 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.
- [x Leveraged ETF Strategy](https://www.quantifiedstrategies.com/triple-leveraged-etf-trading-strategy/) (2025-10-27): Argues that, despite daily rebalancing concerns, holding triple‑leveraged ETFs can sometimes be a viable long‑term strategy.
- [QuantNet 2026 Preview](https://quantnet.com/threads/countdown-to-the-2026-quantnet-rankings.62830/) (2025-10-27): A pre-2026 thread collecting speculative ranking discussion that will be turned into the official commentary after results.
- [MAR Ratio Primer](https://www.quantifiedstrategies.com/mar-ratio/) (2025-10-27): Explains the MAR Ratio (return ÷ max drawdown) as a simple way to see how well an investment balances return and risk.
- [Why Day Traders Fail](https://www.quantifiedstrategies.com/why-day-traders-fail/) (2025-10-27): Short YouTube video that visually shows the MAR Ratio and why it matters for evaluating investments.
- [Retail Traders' Market Losses](https://www.quantifiedstrategies.com/why-retail-traders-lose-in-the-options-market/) (2025-10-09): The options market, previously controlled by expert institutional investors, has seen a rise in involvement from individual investors lately.
- [Low CGPA to Dream Schools](https://quantnet.com/threads/from-low-cgpa-to-my-dream-school-columbia-mafn-nyu-mfe-and-more.61047/) (2025-10-09): The author discusses their acceptance into several prestigious Mathematical Finance programs, including those at Columbia, NYU, NCSU, and Nanyang Business School in Singapore.
- [Deep Learning Predicts SCFI with Chinese Futures](https://blog.ml-quant.com/p/quant-letter-october-2024-week-1) (2024-10-09): A study has found that a deep learning model can effectively predict the Shanghai Containerized Freight Index using the prices of Chinese commodity futures.
- [NAAIM Exposure Index Strategy Backtest](https://www.quantifiedstrategies.com/naaim-strategy/) (2024-10-09): The NAAIM Exposure Index is increasingly being used as a method to monitor investor sentiment.
- [Ergodic Oscillator](https://www.quantifiedstrategies.com/ergodic-oscillator/) (2024-10-09): The Ergodic Oscillator is a technical analysis tool that traders use to incorporate statistical methods into their strategies.
- [Bullish Harami Analysis](https://www.quantifiedstrategies.com/bullish-harami-candlestick-pattern/) (2024-10-09): Traders use different methods such as indicators and price movement studies to analyze financial markets.
- [Twiggs Money Flow](https://www.quantifiedstrategies.com/twiggs-money-flow/) (2024-10-09): Traders are always on the lookout for advanced tools to help them better understand and navigate the volatile financial markets.
- [Gold Equity Impact](https://www.quantifiedstrategies.com/nzd-usd-forex-trading-strategy/) (2024-10-03): To excel in NZDUSD trading, one must grasp the concepts of timing, risk management, and market dynamics.
- [NFP Strategy](https://www.quantifiedstrategies.com/nfp-trading-strategy/) (2024-10-03): Non-Farm Payroll (NFP) reports greatly affect the volatility and price fluctuations in financial markets.
- [Stocks vs. Commodities](https://stockviz.substack.com/p/commodity-stocks) (2024-10-03): The relationship between gold prices and equity is intricate, with commodities and commodity stocks behaving differently based on the commodity firm's economics.
- [US Fed Rate Cut Traders Impact](https://stockviz.substack.com/p/f-oh-mc) (2024-09-25): The article examines the potential impact on Indian equity markets following the US Federal Reserve's 50bps cut in the Fed Fund rate.
- [ETFs Performance](https://stockviz.substack.com/p/trends-with-no-benefits) (2024-09-18): A group of US trend-following ETFs, managing about $5 billion, have significantly underperformed compared to their benchmarks over nearly a decade.
- [AI Investment Failures](https://blog.ml-quant.com/p/quant-letter-september-2024-week) (2024-09-10): The article discusses the limitations of AI in investment strategies and proposes network data analysis as a potential solution.
- [PostPandemic Domestic Boom](https://stockviz.substack.com/p/oh-valuations) (2024-09-10): 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.
- [Practical Trading Strategy](https://www.quantifiedstrategies.com/eurusd-trading-strategy/) (2024-09-05): The article offers a guide on a trading strategy centered on the EURUSD price.
- [Disparity Analysis](https://www.quantifiedstrategies.com/disparity-index/) (2024-09-05): The article explores the increasing use of technical indicators and analysis tools by traders.
- [WazirX Hack](https://stockviz.substack.com/p/cryptonite-august-2024) (2024-09-05): The article reports on the WazirX hack in July, resulting in a loss of $230 million in crypto.
- [Financial Engineering Education Benefits](https://quantnet.com/threads/financial-engineering-education-as-gateway-for-a-quantitative-finance-career-efficient-ways-to-set-up-a-successful-career.46407/) (2024-08-28): A graduate degree in financial engineering can significantly boost a career in quantitative finance.
- [Adaptive Laguerre Filter Strategy](https://www.quantifiedstrategies.com/adaptive-laguerre-filter/) (2024-08-28): Responsive indicators are essential for effective technical analysis in the rapid world of financial trading.
- [Roles for Financial Engineers](https://quantnet.com/threads/an-abundance-of-roles-for-financial-engineers-besides-finance-fintech-data-science-and-more.49867/) (2024-08-28): According to Linda Kreitzman, students of the Master of Financial Engineering program at Berkeley have numerous job opportunities.
- [Quantnets C Certificates Success](https://quantnet.com/threads/how-quantnets-c-certificates-got-me-a-job-on-wall-street.33504/) (2024-08-28): A student recounts their experience of landing an Associate C Developer role at a leading Investment Bank after signing a contract.
- [Trends in Financial Engineering Landscape](https://quantnet.com/threads/trends-in-the-financial-engineering-landscape-an-anderson-perspective.50719/) (2024-08-28): 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.
- [Financial Engineering Prep](https://quantnet.com/threads/so-you-want-to-be-a-financial-engineer.11338/) (2024-08-28): The article offers advice on how to prepare for a career in Financial Engineering.
- [Market News](https://stockviz.substack.com/p/if-it-bleeds-it-leads) (2024-08-28): The article criticizes CNBC's Markets in Turmoil for being sensationalist and lacking informative content.
- [Forex Trading for Beginners](https://www.quantifiedstrategies.com/forex-trading-strategies/) (2024-08-21): The article offers advice on improving forex trading strategies for all levels of traders.
- [Free Trading Strategies](https://www.quantifiedstrategies.com/trading-strategies/) (2024-08-21): The piece stresses the need to comprehend different trading strategies in the financial market.
- [Quant Letter Aug 2024](https://blog.ml-quant.com/p/quant-letter-august-2024-week-2) (2024-08-21): 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.
- [Impact of Framing Effect](https://www.quantifiedstrategies.com/framing-effect-in-trading-bias/) (2024-08-21): The research explores the framing effect in trading bias, a mental bias that can influence traders' choices by altering the presentation of information.
- [CAD CHF Trading Strategies](https://www.quantifiedstrategies.com/cad-chf-forex-strategy/) (2024-08-21): The guide offers trading advice for the CADCHF pair, featuring live rates, major influencing elements, and latest performance.
- [Bank of Japan Raises Rate](https://stockviz.substack.com/p/what-just-happened) (2024-08-15): 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.
- [Winning Momentum](https://stockviz.substack.com/p/momentum-beats-trend-following) (2024-08-07): As the article content is not provided, a summary cannot be generated.
- [Days in Charts](https://rajivsethi.substack.com/p/ninety-days-in-two-charts) (2024-08-07): The article discusses the current election cycle, describing it as the most astonishing in living memory, with three months still to go.
- [American Identity: Ancestry vs. Creed](https://rajivsethi.substack.com/p/the-creedal-nature-of-american-identity) (2024-07-31): 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.
- [Envy vs Pleasure](https://stockviz.substack.com/p/whatever-works-for-you) (2024-07-31): The article discusses the distinct nature of envy, highlighting that unlike most emotions, it does not provide any real pleasure.
- [HighLow Bands Trading Strategy](https://www.quantifiedstrategies.com/high-low-bands/) (2024-07-24): The HighLow tool is increasingly popular in the financial trading industry for improving technical analysis.
- [ZigZag Fibonacci Market Analysis Strategy](https://www.quantifiedstrategies.com/zigzag-fibonacci/) (2024-07-24): The Zigzag Fibonacci is a tool used in technical analysis to identify patterns in the unpredictable fluctuations of financial markets.
- [Biden's Election Impact by Rajiv Sethi](https://rajivsethi.substack.com/p/suspension-of-belief) (2024-07-24): If Joe Biden withdraws as the Democratic nominee, many election prediction models would require significant adjustments due to reliability and continuity issues.
- [Democratic Party's Auction by Rajiv Sethi](https://rajivsethi.substack.com/p/an-all-pay-auction) (2024-07-24): The Democratic party is experiencing an allpay auction, where all factions must pay their bids even if they don't win.
- [Momentum and SVM by Shyam Sunder](https://stockviz.substack.com/p/is-momentum-a-support-vector-machine) (2024-07-24): The article explores different facets and impacts of Artificial Intelligence.
- [Exotic Markets](https://www.man.com/maninstitute/the-big-picture-journeying-exotic-markets) (2024-07-17): Russell Korgaonkar discusses Man AHL's investment in unusual markets, highlighting potential benefits for investors and predicting future trends.
- [TSV Strategy](https://www.quantifiedstrategies.com/time-segmented-volume/) (2024-07-17): The article explores the use of Time in simplifying the analysis of price fluctuations and spotting trading opportunities.
- [Speculation & Innovation](https://stockviz.substack.com/p/cryptonite-july-2024) (2024-07-17): The article examines the role of speculation in driving innovation.
- [Independent Event Probability](https://rajivsethi.substack.com/p/strategic-projections-of-confidence) (2024-07-17): The article delves into the idea of events that occur independently of human beliefs or perceptions.
- [RSI Guide by Larry Connors](https://www.quantifiedstrategies.com/cumulative-rsi-indicator/) (2024-07-10): The Relative Strength Index (RSI) is a technical analysis tool used to measure price momentum and change.
- [STARC Strategy by Quantified Strategies](https://www.quantifiedstrategies.com/stoller-average-range-channels/) (2024-07-10): The Stoller analysis tool is frequently used by traders to predict market movements due to its simplicity.
- [British Teenage Years](https://rajivsethi.substack.com/p/echoes-of-1983) (2024-07-10): The author reminisces about their influential years in Britain, highlighting its impact on their personality and concern for the country's future.
- [Publishing Losses](https://stockviz.substack.com/p/publishing-negative-returns) (2024-07-10): The second article explores the process and consequences of arriving at a negative decision or conclusion.
- [STC Indicator Strategy](https://www.quantifiedstrategies.com/schaff-trend-cycle-indicator/) (2024-07-03): The Schaff Trend is a trading tool that offers day traders superior tracking of market fluctuations and price trends.
- [Election Surprises](https://rajivsethi.substack.com/p/uncharted-waters) (2024-07-03): Prediction market traders have been contemplating the chance of a different candidate winning the November election, aside from Joe Biden or Donald Trump.
- [Distant Drums](https://wilmott.com/distant-drums/) (2024-07-03): The author, a Physics and Applied Maths major at UCT, shares their increasing realization of opportunities for further study in England and America during their third year.
- [Debate Impact](https://rajivsethi.substack.com/p/predicting-an-election) (2024-07-03): The first presidential debate has reportedly shaped public opinion about the potential results of the upcoming November election and the Democratic National Convention.
- [Differences in Market](https://stockviz.substack.com/p/always-replicate) (2024-07-03): The author stresses the uniqueness of each market and urges readers to conduct their own research.
- [Quant Researcher at Citadel Securities](https://quantnet.com/threads/a-day-in-the-life-of-a-quant-researcher-at-citadel-securities-in-miami.58270/) (2024-06-20): Will Kaufhold is a quantitative researcher at Citadel Securities in Miami, who joined in 2021 after completing his PhD in physics at the University of Cambridge.
- [First Trading Day Strategy](https://www.quantifiedstrategies.com/the-first-trading-day-of-the-month/) (2024-06-20): The first day of each month often shows significant market trends, leading to increased interest in trading strategies at the start of the month.
- [Cryptonite 6/24](https://wilmott.com/wilmott-magazine-july-2024-issue/) (2024-06-20): The 132nd Wilmott Magazine issue in 2024 presents unique contributions from leading columnists, educators, and researchers.
- [Covariance Matrix](https://eranraviv.com/correlation-correlation-structure-8-precision-matrix/) (2024-06-12): The article provides an in-depth analysis of the process of adjusting and correcting sample covariance estimates and the representation of linear dependency in covariance matrices.
- [EURNZD Strategy Overview](https://www.quantifiedstrategies.com/eurnzd-forex-trading-strategy/) (2024-06-05): The first article shares successful trading strategies for the EURNZD forex pair.
- [AUDCAD Strategy Guide](https://www.quantifiedstrategies.com/audcad-forex-trading-strategy/) (2024-06-05): The second article presents custom trading techniques for the AUDCAD forex currency pair.
- [Avoiding Confirmation Bias](https://www.quantifiedstrategies.com/confirmation-bias-trading/) (2024-06-05): The third article explores the detrimental effects of confirmation bias on trading decisions.
- [Fisher Transform](https://www.quantifiedstrategies.com/fisher-transform/) (2024-06-05): The article highlights the need for innovative ways to analyze changing price data in financial markets.
- [Moving Average Envelope](https://www.quantifiedstrategies.com/moving-average-envelope/) (2024-06-05): The article underscores the importance of a traditional technical indicator in the fast-paced financial trading world.
- [NVI Strategy Returns](https://www.quantifiedstrategies.com/negative-volume-index/) (2024-05-28): The Negative Volume Index (NVI) is a unique tool used in technical trading analysis.
- [SPX Analysis](https://www.quantifiedstrategies.com/spx-trading-strategy/) (2024-05-28): A clear trading strategy is essential for successful trading in the S&P 500 Index (SPX).
- [Lunar Cycles Strategies](https://www.quantifiedstrategies.com/full-moon-moon-phases-lunar-cycles-trading-strategies/) (2024-05-28): Some traders use moon cycle phases to time the market and make profitable trades.
- [Rainbow Oscillator](https://www.quantifiedstrategies.com/rainbow-oscillator/) (2024-05-28): The article examines the application of the Rainbow Oscillator in financial market analysis.
- [Polarized PFE Strategy](https://www.quantifiedstrategies.com/polarized-fractal-efficiency/) (2024-05-28): The article delves into different technical indicators, including recent ones, used in trading.
- [Quant Letter May 2024](https://blog.ml-quant.com/p/quant-letter-may-2024-week-4) (2024-05-28): The article represents the 47th weekly installment of a particular series.
- [REI Rules](https://www.quantifiedstrategies.com/range-expansion-index/) (2024-05-22): Financial market traders are always looking for new indicators to improve their technical analysis and trading performance.
- [RVI Returns](https://www.quantifiedstrategies.com/relative-volatility-index/) (2024-05-22): Traders in the financial sector are constantly seeking out new tools such as the ... to improve their analysis of market trends.
- [AUDNZD Strategy Guide](https://www.quantifiedstrategies.com/audnzd-forex-strategy/) (2024-05-22): The article offers a detailed guide on how to effectively trade AUDNZD using strategies designed for its specific volatility and correlation.
- [Cliffs Perspectives](https://www.aqr.com/Insights/Perspectives) (2024-05-22): The article compiles various opinion pieces discussing a wide range of topics from quantitative finance to baseball statistics.
- [RVI Strategy Guide](https://www.quantifiedstrategies.com/relative-vigor-index/) (2024-05-22): The article emphasizes the significance of technical indicators in financial markets, particularly the Relative Strength Index.
- [Avoiding Survivorship Bias](https://www.quantifiedstrategies.com/survivorship-bias-in-backtesting/) (2024-05-15): The article examines the issue of survivorship bias in trading, where focus is often on successful trades while ignoring unsuccessful ones.
- [GBPCHF Trading Guidelines](https://www.quantifiedstrategies.com/gbpchf-forex-strategy/) (2024-05-15): The article offers strategies for trading the GBPCHF forex pair, a popular currency pair in the forex market.
- [True Strength Index Rules](https://www.quantifiedstrategies.com/true-strength-index/) (2024-05-15): The article delves into the use of the True Strength Indicator, a tool used to interpret price movements in financial markets.
- [Choppiness Index Strategy](https://www.quantifiedstrategies.com/choppiness-index/) (2024-05-15): The article underscores the significance of the choppiness index in identifying suitable market conditions for trading.
- [EMV Strategy Rules](https://www.quantifiedstrategies.com/ease-of-movement-indicator-strategy/) (2024-05-15): The article discusses how the Ease of Movement indicator can help predict financial market trends.
- [Economics Update](https://rajivsethi.substack.com/p/interactive-economics-an-update) (2024-05-15): The team behind Interactive Economics is shifting focus to distribution and instructional video creation after releasing four modules.
- [Replication](https://stockviz.substack.com/p/replication) (2024-05-15): The piece underscores the idea that every problem has a solution.
- [The Red Handkerchief](https://rajivsethi.substack.com/p/the-red-handkerchief) (2024-05-15): The article discusses witness intimidation in relation to the Stormy Daniels case.
- [Preference Falsification](https://rajivsethi.substack.com/p/preference-falsification-at-dartmouth) (2024-05-15): Dartmouth students widely supported a vote of no confidence in President Sian Beilock.
- [AUDJPY Strategies](https://www.quantifiedstrategies.com/audjpy-forex-trading-strategies/) (2024-05-08): The article shares useful AUDJPY trading strategies, emphasizing on diversifying strategies and managing risks.
- [AUDUSD Trading](https://www.quantifiedstrategies.com/audusd-trading-strategy/) (2024-05-08): The article provides insights on trading the AUDUSD currency pair in forex, highlighting its complexity and potential for profit.
- [Paper vs Live Trading](https://www.quantifiedstrategies.com/paper-trading-vs-live-trading/) (2024-05-08): The article compares paper trading and live trading, underlining their significance in successful trading.
- [Volatility Targeting](https://stockviz.substack.com/p/volatility-targeting) (2024-05-08): The article advises against constant full investment with maximum leverage.
- [Can Machines Time Markets](https://www.aqr.com/Insights/Research/Alternative-Thinking/Can-Machines-Time-Markets-The-Virtue-of-Complexity-in-Return-Prediction) (2024-05-08): The article supports the use of complex models for market timing due to their ability to detect nonlinear relationships.
- [Edward Thorp The Genius](https://www.quantifiedstrategies.com/edward-thorp/) (2024-05-08): The article delves into the life and influence of Edward Thorp, a mathematician who transformed gambling and financial trading.
- [Commencement 2024](https://rajivsethi.substack.com/p/commencement-2024) (2024-05-08): The author recounts a personal experience of skipping their graduation ceremony at the University of Southampton.
- [Forex News Breakouts Testing](https://dekalogblog.blogspot.com/2024/04/initial-test-of-trading-forex-news.html) (2024-05-01): The article tests forex trading of US dollar news announcements using a Monte Carlo simulation instead of a standard back test.
- [Day Trading Strategies 2024](https://www.quantifiedstrategies.com/day-trading-strategies/) (2024-05-01): The article discusses the difficulty of profiting from day trading strategies due to the vast number of available strategies.
- [EURAUD Strategies](https://www.quantifiedstrategies.com/euraud-forex-trading-strategies/) (2024-05-01): The article highlights the importance of robust trading strategies for successful trading in the EURAUD market.
- [Barnard Faculty No Confidence](https://rajivsethi.substack.com/p/minority-report) (2024-05-01): The Barnard chapter of the American Association for University Professors and faculty have expressed a vote of no confidence in President Laura Rosenbury.
- [Columbia Divestment Debate](https://rajivsethi.substack.com/p/the-question-of-divestment) (2024-05-01): Columbia University students are staging a protest on the West Lawn, calling for divestment as per their proposal.
- [Speed Costs](https://stockviz.substack.com/p/faster-momentum) (2024-05-01): The article underscores the risks and financial implications of engaging in high-speed activities.
- [Equalizing Risk Contributions](https://portfoliooptimizer.io/blog/cluster-risk-parity-equalizing-risk-contributions-between-and-within-asset-classes/) (2024-04-24): The effectiveness of the Equal Risk Contribution (ERC) portfolio, which balances risk from different components, relies on the asset universe structure.
- [Modifying Volume Indicators](https://dekalogblog.blogspot.com/2024/03/standard-volume-based-indicators.html) (2024-03-27): The article talks about the use of PositionBook data to modify existing volume-based indicators.
- [Beginner's Guide to FX Volatility](https://www.twosigma.com/articles/neurips-2023-our-favorite-papers-on-llms-statistical-learning-and-more/) (2024-03-27): Two Sigma researchers highlight key machine learning papers and presentations from NeurIPS 2023.
- [Geopolitics in Election Year](https://research-center.amundi.com/article/geopolitics-election-heavy-year) (2024-01-23): The article credits the success of AI algorithms to dimension expansions, emphasizing the need to consider this factor and use matrix multiplication for dimension expansion.
- [HDF C: Crowded Growth Story](https://stockviz.substack.com/p/hdf-c) (2024-01-23): Crowded Growth Story: The article explores the role of dimension expansion in AI algorithms, providing a brief overview of PCA and concluding with the significance of dimension expansion.
- [Matrix Multiplication: AI Algorithms and Dimension Expansion](https://eranraviv.com/matrix-multiplication-linear-transformation/) (2024-01-23): AI Algorithms and Dimension Expansion: The article offers an in-depth understanding of dimension expansion in AI algorithms, explaining basic algebra through code and citing the rationale behind the necessity of dimension expansion.
- [Supertrend Indicator Strategy Unveiled](https://www.quantifiedstrategies.com/supertrend-indicator-trading-strategy/) (2024-01-03): Supertrend Indicator Trading Strategy outlines how to use the supertrend indicator in trading.
- [Day Trading Stats 2024 Revealed](https://www.quantifiedstrategies.com/day-trading-statistics/) (2024-01-03): Day Trading Statistics 2024 The Truth explores the current state and future projections of day trading statistics.
- [Market Forecasters' Miserable 2023](https://mathinvestor.org/2023/12/2023-another-miserable-year-for-market-forecasters/) (2024-01-03): The article shares Bloomberg's annual survey results, forecasting a 6.2% increase for the S&P500 index by the end of 2023.
- [Testing and Tuning Trading Systems](https://dekalogblog.blogspot.com/2023/12/judging-quality-of-indicators.html) (2024-01-03): The author examines the creation of new indicators and the criteria for assessing their quality, citing various statistical significance tests and resources.
- [024 MFE Rankings Released](https://quantnet.com/threads/2024-quantnet-rankings-of-financial-engineering-mfe-programs.56527/) (2023-12-13): The 024 QuantNet MFE ranking is set to be released soon, featuring new programs that were not included in the 2023 ranking.
- [Sharper Image: Review by Shyam Sunder](https://stockviz.substack.com/p/sharper-image) (2023-12-13): Review by Shyam Sunder: Sharper Image is a piece of work created by Shyam Sunder.
- [WILMOTT Magazine Jan. 2024](https://wilmott.com/wilmott-magazine-january-2024-issue/) (2023-12-13): The 129th edition of Wilmott magazine in 2024 includes exclusive articles from renowned columnists and researchers, featuring a work by D. Tudball.
- [Mean Reversion and Momentum Strategy Combination](https://hudsonthames.org/dynamically-combining-mean-reversion-and-momentum-investment-strategies/?utm_source=rss&utm_medium=rss&utm_campaign=dynamically-combining-mean-reversion-and-momentum-investment-strategies) (2023-10-12): The article explores the use of mean reversion and momentum strategies together in arbitrage trading to maximize benefits.
- [ADX Trading Strategy with Indicator Backtesting](https://www.quantifiedstrategies.com/adx-trading-strategy/) (2023-10-12): The article outlines rules and provides an example for the optimal ADX trading strategy using the Average Directional Movement Index Indicator.
- [Williams R Trading Strategy with Indicator Systems](https://www.quantifiedstrategies.com/williams-r-trading-strategy/) (2023-10-12): The piece analyzes the Williams Percent Range and RSI Indicator systems within the context of the Williams R Trading Strategy.
- [CCI Strategy](https://www.quantifiedstrategies.com/cci-trading-strategy/) (2023-10-12): The piece on quantifiedstrategies.com outlines the CCI Trading Strategy, including its backtest, indicator settings, rules, and an example.
- [Put Call Ratio Strategy](https://www.quantifiedstrategies.com/put-call-ratio-backtest-strategy/) (2023-10-12): The Put Call Ratio Trading Strategy is examined on quantifiedstrategies.com, discussing its effectiveness, backtest rules, and settings.
- [Best Indicators](https://www.quantifiedstrategies.com/technical-indicators/) (2023-10-12): The article provides a comprehensive guide to the best trading indicators, detailing the most frequently used technical indicators and strategies.
- [Parabolic SAR Strategy](https://www.quantifiedstrategies.com/parabolic-sar-trading-strategy/) (2023-10-12): Quantifiedstrategies.com's article delves into the Parabolic SAR Trading Strategy, including its backtest.
- [Enhancing Investment Strategies with AI](https://quantdare.com/ai-case-study-long-short-strategy/) (2023-10-04): ETS Asset Management Factory is using AI to improve risk assessment in their Alternative DataDriven Investment strategy.
- [Follow Us on Pinterest for Trading Strategies](https://www.quantifiedstrategies.com/lumber-gold-ratio-trading-strategy-for-stocks-and-bonds/) (2023-10-04): Quantifiedstrategies.com presents the LumberGold Ratio Trading Strategy for stocks and bonds, including backtest performance and rules.
- [Seasonal Trends in India VIX](https://stockviz.substack.com/p/seasonality) (2023-09-28): Seasonal patterns are observed in the India VIX index.
- [Range-Based Volatility Estimators Overview](https://portfoliooptimizer.io/blog/range-based-volatility-estimators-overview-and-examples-of-usage/) (2023-09-21): The article explores the role of volatility estimation in finance, particularly range-based estimators using an asset's highest and lowest prices.
- [Eurozone Economy Under Scrutiny](https://research-center.amundi.com/article/cross-asset-investment-strategy-september-2023) (2023-09-21): Our recent publication examines the Eurozone economy's state as policy support decreases.
- [Carbon Intensity in Two Sigma's Compute Environment](https://www.twosigma.com/articles/measuring-the-carbon-intensity-of-a-compute-environment/) (2023-09-21): Two Sigma's Sustainability Science team is developing ways to precisely calculate our compute environment's carbon footprint, focusing on server-level power usage.
- [Overnight Risk: The Unknown Unknown](https://stockviz.substack.com/p/overnight-risk) (2023-09-21): The Unknown Unknown: The fear of what is unknown is more intense than the fear of what is known.
- [ML Algorithms for Pricing Options](https://jonathankinlay.com/2023/08/pricing-options-using-machine-learning-algorithms/) (2023-08-09): The article explores the application of machine learning algorithms for option pricing in quantitative research and trading.
- [Confirmation of New Volatility Regime](https://caia.org/blog/2023/08/08/are-we-new-volatility-regime-or-not-answer-yes) (2023-08-09): The article investigates if the recent lows of the VIX Index suggest a new volatility pattern in the stock market, using different analytical techniques.
- [Factor Zoo: Uncovering Stock Return Drivers](https://quantpedia.com/exploring-the-factor-zoo-with-a-machine-learning-portfolio/) (2023-08-09): Uncovering Stock Return Drivers: Sak H., Chang M. T., and Huang T.'s paper applies machine learning to study the progression of financial anomalies over time.
- [US Credit Rating Downgrade: Investment Implications](https://research-center.amundi.com/article/us-credit-rating-downgrade-investment-implications) (2023-08-09): Investment Implications: The Talks article explores the investment and geopolitical implications of Fitch's downgrading of the US credit rating.
- [Rabbit Holes: Journey of Discovery](https://stockviz.substack.com/p/rabbit-holes) (2023-08-09): Journey of Discovery: The article Breadth first depth later emphasizes the need to grasp a broad spectrum of topics before focusing on the details.
- [Seasonal Equity Returns](https://jonathankinlay.com/2023/07/seasonality-in-equity-returns/) (2023-07-12): The Equities Entity Store has determined that July yields the highest average return of 1.67 for the S&P500 index.
- [Harry Markowitz: Finance Legend](https://wilmott.com/harry-markowitz-an-appreciation-part-ii/) (2023-07-12): Finance Legend: Nobel Laureate Harry Markowitz, known for creating modern portfolio theory, died on June 22, 2023, leaving a substantial influence on quantitative finance.
- [Simulation of Multivariate Normal Distribution](https://portfoliooptimizer.io/blog/simulation-from-a-multivariate-normal-distribution-with-exact-sample-mean-vector-and-sample-covariance-matrix/) (2023-07-12): Robert Wedderburn's study presents a new algorithm for simulating samples from a multivariate normal Gaussian distribution with a known mean vector and covariance matrix.
- [Harry Markowitz and Modern Portfolio Theory](https://wilmott.com/harry-markowitz-an-appreciation-part-i/) (2023-07-12): Harry Markowitz, the founder of modern portfolio theory and a Nobel Laureate, died on June 22, 2023.
- [Cryptonite: Crypto and AI Intersection](https://stockviz.substack.com/p/cryptonite-june-2023) (2023-07-12): Crypto and AI Intersection: The article explores the convergence of cryptocurrency and artificial intelligence.
- [Clustering Forex Market](https://quantdare.com/forex-clustering/) (2023-07-05): Exploring connections between different currencies in the Forex market.
- [Equity Trend Following & Macro Headwinds](https://research.macrosynergy.com/equity-trend-following-and-macro-headwinds/) (2023-07-05): Article discusses how macroeconomic factors affect equity trend following strategies.
- [Secrets of Profitable Crypto Arbitrage](https://miltonfmr.com/unveiling-the-secrets-of-profitable-cryptocurrency-arbitrage-a-comprehensive-guide/) (2023-07-05): Guide on implementing and testing profitable cryptocurrency arbitrage strategy.
- [Fedus Ex Machina: Fed Reserve & Debt Ceiling](https://caia.org/blog/2023/06/30/fedus-ex-machina-was-federal-reserve-holding-debt-ceiling-cards-all-along) (2023-07-05): Fed Reserve & Debt Ceiling: Examining the Federal Reserve's role in managing the debt ceiling.
- [Climate Stress Testing & Investment Portfolios](https://research-center.amundi.com/article/climate-stress-testing-climate-value-risk-stochastic-approach) (2023-07-05): Introducing a comprehensive approach to measure climate-related risks on investment portfolios.
- [DC ESG Dilemma](https://caia.org/blog/2023/06/28/dc-participants-want-esg-dont-use-it-how-help) (2023-06-28): The article emphasizes the importance of quality in today's market.
- [Finding Balance: Momentum and Returns](https://stockviz.substack.com/p/momentum-without-the-crash-554) (2023-06-28): Momentum and Returns: Central banks are stopping interest rate hikes, which is a crucial moment for markets.
- [Navigating Critical Markets: Midyear Outlook 2023](https://research-center.amundi.com/article/mid-year-outlook-2023-key-convictions-h2-2023) (2023-06-28): Midyear Outlook 2023: The article challenges the focus on returns and highlights the importance of quality in investments.
- [The 5 Known Unknowns for Consultants & OCIOs](https://caia.org/blog/2023/06/26/5-known-unknowns-evidence-based-consultants-ocios) (2023-06-28): The article by Brian A. Schroeder emphasizes the idea of investing as a losers game and the significance of reducing errors.
- [Developing Trading Strategies Challenges](https://hudsonthames.org/challenges-in-developing-trading-strategies-in-quantitative-finance/) (2023-06-14): Trading strategies in quantitative finance require balancing models, market dynamics, and data.
- [Solving the Coldstart Problem](https://hudsonthames.org/breaking-down-the-cold-start-problem-in-quantitative-finance/) (2023-06-14): Newcomers to quantitative finance face the cold-start problem in strategy development.
- [MLFinlab: Machine Learning Power](https://hudsonthames.org/announcing-mlfinlab-v2-0-0-powering-machine-learning-in-quantitative-finance/) (2023-06-14): Machine Learning Power: Article 3: MLFinlab v2.0.0 has been launched with improvements to enhance functionality and usability.
- [Siegel Language](https://www.twosigma.com/articles/hype-vs-reality-david-siegel-on-large-language-models/) (2023-06-14): Two Sigma Co-Chair discusses AI innovations.
- [Bogle Bond](https://portfoliooptimizer.io/blog/the-bogle-model-for-bonds-predicting-the-returns-of-constant-maturity-government-bond-etfs/) (2023-06-14): John Bogle's article models long-term US government bond returns.
- [Amundi Forum](https://research-center.amundi.com/amundi-world-investment-forum) (2023-06-14): Amundi Research Center hosts World Investment Forum.
- [Cryptonite '23](https://stockviz.substack.com/p/cryptonite-may-2023) (2023-06-14): New era of cryptography emerging in crypto world.
- [Trading Factors](https://research.macrosynergy.com/finding-latent-trading-factors/) (2023-06-07): Finding hidden trading factors through research.
- [FinML Snippet 3.1](https://quant.stackexchange.com/questions/75768/advances-in-financial-machine-learning-snippet-3-1) (2023-06-07): Struggle with understanding code in AFML snippet 3.1.
- [AFML Snippet 3.1](https://quant.stackexchange.com/questions/75768/advances-in-financial-machine-learning-marcos-l%c3%b3pez-de-prado-explanation-of-s) (2023-06-07): Difficulty comprehending AFML snippet 3.1.
- [Quant Letter 06/23](https://blog.ml-quant.com/p/quant-letter-june-2023-week-1) (2023-06-07): Newsletter on quantitative finance released weekly.
- [Active Net Zero](https://research-center.amundi.com/article/net-zero-investing-and-its-impact-60-40-allocation) (2023-06-07): Investing in Active Net Zero can be profitable and reduce risks.
- [Value and Growth](https://quantdare.com/value-vs-growth-adversaries-or-complementary-strategies/) (2023-06-07): Combining Value and Growth strategies can benefit investors.
- [Analyzing Strategies](https://stockviz.substack.com/p/the-work-is-never-done) (2023-06-07): Studying old investment strategies can be useful.
- [Sustainable Labels Coherence](https://research-center.amundi.com/article/sustainability-signals-analysis-labelling-schemes-socially-responsible-investments) (2023-06-07): Comparing sustainable labels with private sector signals can reveal inconsistencies.
- [Derivatives without expressions](https://quant.stackexchange.com/questions/75708/derivatives-without-analytic-expressions) (2023-06-01): Article discusses exploring options and derivatives without analytic expressions.
- [Media Investment](https://caia.org/blog/2023/05/27/media-investment-landscape) (2023-06-01): CIO of New Asia Ferrell Asset Management talks about leading the firm's alternatives business.
- [Detecting financial outliers](https://quantdare.com/outliers-in-financial-series/) (2023-06-01): Article discusses identifying outlier financial time series within grouped categories.
- [Educational Alpha](https://caia.org/blog/2023/05/31/educational-alpha-where-are-customers-yachts-bots) (2023-06-01): CEO of CAIA Association talks about the impact of bots on the financial industry.
- [Debt Ceiling in Focus](https://research-center.amundi.com/article/outerblue-convictions-global-investment-views-all-eyes-debt-ceiling) (2023-06-01): No summary provided.
- [Pivoting Strategies](https://stockviz.substack.com/p/knowing-when-to-pivot) (2023-06-01): Uncertainty in global investments.
- [US Debt Ceiling FAQ](https://research-center.amundi.com/article/seven-questions-investors-us-debt-ceiling) (2023-06-01): Uncertainty around US Debt Ceiling negotiations.
- [Investor Biases](https://research-center.amundi.com/article/behavioural-biases-among-retail-and-institutional-investors) (2023-06-01): Decision makers are influenced by biases.
- [ETF Comovement Effect](https://quantpedia.com/exploration-of-the-arbitrage-co-movement-effect-in-etfs/) (2023-05-24): ETF flows can predict daily performance.
- [FX Trend Following with Macro Headwinds](https://research.macrosynergy.com/fx-and-macro-headwinds/) (2023-05-24): Stock sensitivity to ETF arbitrage can be used for equity factor trading.
- [Index Fund Reimagining](https://blog.thinknewfound.com/2023/05/index-funds-reimagined/) (2023-05-24): FX trend following affected by macro headwinds.
- [Quant Earnings in Financial Markets](https://wilmott.com/what-could-you-earn-as-a-quant/) (2023-05-24): Global financial markets facing challenges from COVID-19 and Ukraine conflict.
- [Predicting Stock Returns](https://portfoliooptimizer.io/blog/the-single-greatest-predictor-of-future-stock-market-returns-ten-years-after/) (2023-05-24): Indicator introduced in 2013 to forecast long-term U.S. stock market returns.
- [Exploring Momentum in Markets](https://stockviz.substack.com/p/a-plethora-of-momentum) (2023-05-24): Unclear summary for slice dice shake and bake article.