Using Bitcoin to Hedge Against Macroeconomic and Geopolitical Risk
In 2008, in the middle of the global financial crisis, Satoshi Nakamoto published a white paper describing the bitcoin protocol. The bitcoin blockchain then…
Algorithmic trading, quantitative finance, and machine learning
In 2008, in the middle of the global financial crisis, Satoshi Nakamoto published a white paper describing the bitcoin protocol. The bitcoin blockchain then…
I’m strongly considering entering into a substantial investment in bitcoin as part of my passively managed, fully long portfolio. Before I do that, I…
I have created a quantitative trading strategy that incorporates a simple machine learning model to trade SPY as part of my ongoing research in…
Recently, I have been interested in applying machine learning to trading. This post contains some of my thoughts regarding a framework for thinking about…
During my review of several quantitative trading books and papers, I kept on seeing information on two classes of trading strategies: mean reversion…
In 2008, in the middle of the global financial crisis, Satoshi Nakamoto published a white paper describing the bitcoin protocol. The bitcoin blockchain then…
I’m strongly considering entering into a substantial investment in bitcoin as part of my passively managed, fully long portfolio. Before I do that, I…
I have created a quantitative trading strategy that incorporates a simple machine learning model to trade SPY as part of my ongoing research in…
Recently, I have been interested in applying machine learning to trading. This post contains some of my thoughts regarding a framework for thinking about…
This post contains some of the research I have done regarding how to measure the performance of a trading strategy. The immediate goal…
This post documents some of my research in creating a trading strategy centered around shorting leveraged exchange-traded funds (ETFs). I present the following…
I’m going to start this post by saying that it makes no sense for anyone to pay management fees to get a return stream that…
When I worked at Bridgewater Associates, I regularly came across marketing materials about the theory behind risk parity and evidence that risk parity portfolios…
This post documents some of my research on index front running. This trading strategy is simply buying stocks before they are added to indexes…
This blog focuses on investing using an algorithmic, quantitative, and systematic approach.
During my review of several quantitative trading books and papers, I kept on seeing information on two classes of trading strategies: mean reversion…
I’m going to start this post by saying that it makes no sense for anyone to pay management fees to get a return stream that…
When I worked at Bridgewater Associates, I regularly came across marketing materials about the theory behind risk parity and evidence that risk parity portfolios…