Quant Trading Rules
Quant trading strategies, insights, and ideas. Click to read Quant Trading Rules, by Quantitativo, a Substack publication with tens of thousands of subscribers.
- Posts
- 49 from 20 May 2024 to 18 Oct 2026
- Posting
- monthly (15 in the last year)
- Kind
- personal blog
- Feed
- https://www.quantitativo.com/feed
2026 14
- Less Wrong
- Incubation
- Triangulated Statistical Arbitrage
- Quantitativo weekly #4
- Network Momentum
- Quantitativo weekly #3
- Quantitativo weekly #2
- Quantitativo weekly #1
- Slope, strength, and retail extrapolation
- Modern Statistical Arbitrage
- Two years of Quantitativo
- Uncertainty
- More Bets, Better Bets
- Portfolio Optimization
2025 14
- Murphy's Law
- Asset Embeddings
- Volume Shocks and Overnight Returns
- From Defense to Offense: A Tactical Model for All Seasons
- The Unintended Consequences of Rebalancing
- The Derivative Payoff Bias
- Short-Term Basis Reversal
- One year of Quantitativo
- Beta hedging
- The Bitter Lesson
- Informational Edge
- Learning to Rank
- Coding Trend Factor
- Intraday Momentum for ES and NQ
2024 21
- Fast trend following
- Statistical Arbitrage
- Mind the gap
- A different indicator
- The devil is in the details
- Coding live forward tests
- Long & Short Mean Reversion Machine Learning
- Machine Learning and the Probability of Bouncing Back
- A Mean Reversion Strategy from First Principles Thinking
- Trading ETFs while fear and greed rise
- Trading the mean reversion curve
- Playing with the universe
- A portfolio of strategies
- Momentum-based Long & Short Equities Portfolio
- Robustness of the 2.11 Sharpe Mean Reversion Strategy
- Squeezing more profits with cumulative RSI
- The Holy Grail still works
- The edge in trading IPOs: 18% annual return
- Tech stocks and Treasury yields Spread
- Turnaround Tuesdays on Steroids
- A Mean Reversion Strategy with 2.11 Sharpe