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Most Recent

Oct 22, 2026

•

10 min read

The Rebalancing Trade: How Pension Funds Leave Money on the Table Every Month-End

Oct 20, 2026

•

11 min read

Momentum 2.0: Two Fixes for the Oldest Strategy in Quant

Oct 16, 2026

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12 min read

The Factor Switch: Trend-Following the Factor Zoo

Oct 13, 2026

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12 min read

The Research Desk: BlackRock's AI Agents Debate Which Stocks to Buy. I Checked Whether the Debate Helps.

Oct 10, 2026

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8 min read

The 'Do Less' Strategy: Hold Less Stock When Markets Get Wild

Oct 8, 2026

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10 min read

The Research Desk: LLaMA vs ARIMA. I Reproduced It, and ARIMA Won Every Asset

Oct 6, 2026

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9 min read

I Tested a Physics Indicator That Claims to Spot Clean Trends. Here's What It Really Measures

Oct 4, 2026

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13 min read

The Research Desk: I Built the 5-Agent Finance System From an EMNLP 2025 Survey

Oct 2, 2026

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9 min read

The Research Desk: We Rebuilt an NYU Order Book Paper. Here's What Held Up

Sep 28, 2026

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4 min read

New Section: The Research Desk — Can Deep Learning Actually Predict Prices From the Order Book?

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Research Desk

The Research Desk: Momentum Turning Points. Why Trend Followers Should Watch Two Clocks

Oct 25, 2026

•

11 min read

The Research Desk: Momentum Turning Points. Why Trend Followers Should Watch Two Clocks

A 2023 Harvey paper fixes trend following's speed problem. I tested it on 100 years of US data and six markets, including the years since publication.

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Trading

I unveil for FREE the simple strategy that allows me and a lot of traders to make at least 10% profits on single quick trades with examples — $BNTC $IHT $WISH

Sep 3, 2025

•

4 min read

I unveil for FREE the simple strategy that allows me and a lot of traders to make at least 10% profits on single quick trades with examples — $BNTC $IHT $WISH

Algorithmic Trading Strategies

5 Strategies in Quant Trading Algorithms
LockSimple

Sep 7, 2025

•

8 min read

5 Strategies in Quant Trading Algorithms

Trading

After 3 years of trading, I am proud to say I have achieved (measured and proven) consistent profitability!

Sep 4, 2025

•

18 min read

After 3 years of trading, I am proud to say I have achieved (measured and proven) consistent profitability!

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Research Desk

The Research Desk: Momentum Turning Points. Why Trend Followers Should Watch Two Clocks

Oct 25, 2026

•

11 min read

The Research Desk: Momentum Turning Points. Why Trend Followers Should Watch Two Clocks

A 2023 Harvey paper fixes trend following's speed problem. I tested it on 100 years of US data and six markets, including the years since publication.

The Rebalancing Trade: How Pension Funds Leave Money on the Table Every Month-End

Oct 22, 2026

•

10 min read

The Rebalancing Trade: How Pension Funds Leave Money on the Table Every Month-End

Trillions of dollars rebalance between stocks and bonds on dates everyone knows. A 2025 NBER paper says it costs investors $16 billion a year. I built the trade, tested it since 2002, and checked whether it still works.

Momentum 2.0: Two Fixes for the Oldest Strategy in Quant

Oct 20, 2026

•

11 min read

Momentum 2.0: Two Fixes for the Oldest Strategy in Quant

Classic momentum lost 36% in one month in 2009. Strip out the market, manage the risk, and the same idea earns a much higher Sharpe ratio with less than half the drawdown.

The Factor Switch: Trend-Following the Factor Zoo

Oct 16, 2026

•

12 min read

The Factor Switch: Trend-Following the Factor Zoo

Most traders apply momentum to stocks. Apply it one level up, to the factors themselves, and a one-line rule kept working through the decade when the factor zoo stopped paying.

Research Desk

The Research Desk: BlackRock's AI Agents Debate Which Stocks to Buy. I Checked Whether the Debate Helps.

Oct 13, 2026

•

12 min read

The Research Desk: BlackRock's AI Agents Debate Which Stocks to Buy. I Checked Whether the Debate Helps.

AlphaAgents has three LLM analysts argue until they agree. I rebuilt it, ran every possible portfolio as a control, and found a look-ahead bug in my own data.

The 'Do Less' Strategy: Hold Less Stock When Markets Get Wild

Oct 10, 2026

•

8 min read

The 'Do Less' Strategy: Hold Less Stock When Markets Get Wild

A famous 2017 paper says cutting exposure after wild months boosts risk-adjusted returns. I tested it on 32 years of SPY: the crash protection is real, the extra return mostly isn't.

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