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…
In one of my previous posts, I wrote about my framework for choosing ETFs since I wanted a method of choosing the optimal ETFs…
Volatility has returned to financial markets over the past week as comments from policy makers has renewed uncertainty over the future path of…
At the investment management firm I worked at, we had teams of people that devoted lots of time just trying to accurately calculate the total return of…
Most investors choose an ETF to act on a market view — gold will rise, U.S. equities will fall, and so on. ETFs are great instruments…
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…