General Thoughts

The Best Trading Models are Built on 1000's of Hours of Failed Experiments.

The importance of persistence in trading research.

Dec 11 •

Your Returns Aren't What You Think...

The importance of understanding the difference between levered beta and true alpha

Dec 1 •

Everyone's a Trader

How understanding expected value in daily decisions makes you a better trader

Nov 14 •

Don’t Just Research Systems. Build Stuff!

Next Steps To Achieve More in Systematic Trading

Nov 12 •

A Poker Game I Will Never Forget

How playing poker for the first time reinforced in me the importance of probability and risk management.

Sep 24 •

Top Takes of Giuseppe Paleologo's Interview - Part 1

In-depth summary of an interview with a quantitative researcher

Sep 5 •

My 7-Step Framework For Accurate Backtesting

Don't be mislead by bad modeling again!

Aug 30 •

Trading Doubled my Job Income

Unintended benefits of learning to trade

Aug 28 •

The "aha" moment

How to get faster to these "aha" moments

Aug 21 •

What is a Covariance Matrix for Optimal Portfolio Allocation?

A simple explanation of the covariance matrix for portfolio allocation

Aug 18 •

Handling a Multi-Asset Model

Building a multi-strategy portfolio from scratch - Day 3

Aug 15 •

What to do after a big loss?

How to deal with losses driven by mistakes.

Aug 12 •

#nojs-banner { position: fixed; bottom: 0; left: 0; padding: 16px 16px 16px 32px; width: 100%; box-sizing: border-box; background: red; color: white; font-family: -apple-system, "Segoe UI", Roboto, Helvetica, Arial, sans-serif, "Apple Color Emoji", "Segoe UI Emoji", "Segoe UI Symbol"; font-size: 13px; line-height: 13px; } #nojs-banner a { color: inherit; text-decoration: underline; } This site requires JavaScript to run correctly. Please turn on JavaScript or unblock scripts