#quant

Polymarket has no historical order book. We built one.

If you have ever tried to backtest a Polymarket strategy, you already know the problem. You can see the current price. You cannot see what…

Quant Event Metrics

More than a project I would say this is a framework. Framework which has a lot of interconnected modular codes inspired by plug &play model…

2024–2025 CMU MSCF 就讀心得

前言

The Subject You Didn’t Like in School Is Quietly Running Your Life

There’s a moment in every engineer’s career, every MBA prep grind, every data science rabbit hole — where someone looks up and thinks: “I…

ทำไม Python กับ Quant ถึงเป็นคู่ที่ลงตัว และไปด้วยกันได้เป็นอย่างดี

ในโลกยุคใหม่ การเขียนโปรแกรมไม่ได้เป็นเพียงทักษะสำหรับสร้างเว็บไซต์หรือแอปพลิเคชันเท่านั้น แต่ยังกลายเป็นเครื่องมือสำคัญสำหรับการคิด…

Crypto Market Sentiment Divergence Risk Alert

How AIVIX Alternative Data Identifies Risks Before They Appear in Price

The Backtest Is the Ceiling. Live Trading Is the Truth.

Why most crypto bots fail (and what 6 years of backtesting taught me)

I lost money to four trading bots in one year. Then I got stubborn.

CQ_QuantQuest | Yashvardhan Jain | Optiver

Interviewer: Hello! I’m Ridhima, an Associate at Communiqué IIT Kharagpur, and today we have with us Yashvardhan Jain, who has recently…

Hurst Exponent: The Common Element Between Modeling Financial Markets and Designing LLMs

How a 1950s hydrologist’s measurement of the Nile River quietly became the unifying concept behind two of the most consequential…

Same code, three clocks — letting a quant agent trade on its own without losing the audit trail

In the last post I argued that an LLM should never hold the approval token on a trade. A human approves. The model only proposes. That…

How Top Quants Find Winning Strategies and Reject the Other 99 (Complete Framework)

We are going to break down exactly how top quant desks separate real edge from statistical luck, the filter that rejects 99 strategies out…

News-driven quants

The gap this fills

The 5 input parameters that drives the Pricing of Options in Black Scholes Model.

As we have already discussed what the Black Scholes Model actually is and how it is formulated, there is still remaining on my side to…

支撑与压力

当市场上的价格达到某一水平位置时，似乎产生了一条对价格起到压力作用，影响价格继续上涨的抵抗线我们称之为压力线或压力位。

Markowitz均值-方差模型

资产配置主要解决的问题是：如何分散投资从而在风险最小化的同时收益最大化。资产配置的主要目的就是在未来某个时点达成某个预期收益目标，并将资产的波动控制在个人可承受范围内。Markowitz均值-方差模型就是用来求解最优资产配置的比例，其也是首次将数理统计方法引入投资组合理论。

Is MicroStrategy a Bitcoin Pyramid Scheme?

MicroStrategy Inc. (ticker MSTR), recently renamed Strategy, was founded in 1989 as a software company. Today, it presents itself as a…

Best Practices for Strategy Backtesting in Cryptocurrency Markets with DolphinDB

DolphinDB’s crypto backtesting plugin tackles the challenges of evaluating cryptocurrency trading strategies with its high-performance…

Quant Surveillance System — Layered ML — based Insider Trading Detection

I independently built a full-stack quant surveillance system capable of detecting insider and manipulative trading behavior.

初探量化交易-RSI指標

一、前言

Türkiye’nin İlk Kuantum Bilgisayarı QuanT

Herkese merhabalar, bu makalemde Türk mühendisleri tarafından yapılan ülkemizin ilk yerli kuantum bilgisayarı olan QuanT’ı inceleyeceğiz.

A Comprehensive Look at Promising Collections and Community Dynamics on Injective

The Injective blockchain is a unique platform within the Cosmos ecosystem, designed to support the growing fields of decentralized finance…

Comprehensive Guide: How Hedge Funds Use Kdb+ in Quantitative Trading

Kdb+ (often referred to simply as Kdb) is a high-performance time-series database and query language, widely used by hedge funds…

TETRA: Epigesic

Earned-Path Training Programs for GiantERP (Energy Law)

Criando um objeto eficiente para simular caminhos de decisões do COPOM [Python]

Um problema que sempre tive se relaciona intimamente com a taxa de juros, é o de simular caminhos possíveis para as decisões do COPOM…