Sep 26, 2026
•
5 min read
Sep 22, 2026
6 min read
Sep 18, 2026
4 min read
Sep 16, 2026
Sep 13, 2026
Sep 10, 2026
Sep 8, 2026
Sep 6, 2026
Sep 4, 2026
7 min read
Sep 2, 2026
Sep 28, 2026
A real paper on deep learning and order-book predictability, why retail traders structurally can't replicate it, and the honest retail-feasible test I ran instead
The latest news, articles, and resources, sent to your inbox weekly.
Trading
Sep 3, 2025
Algorithmic Trading Strategies
Sep 7, 2025
8 min read
Sep 4, 2025
18 min read
322 turn-of-month events, 26 years of SPY, and a walk-forward split that shows the edge held while the opportunity cost of the rest of the calendar went up
How I built a market‐neutral strategy on Coca‐Cola and Pepsi, with rolling beta, z‐scores, and a realistic backtest.
181 trades, an honest walk-forward split, and the real tradeoff nobody shows you: it loses on raw return but cuts drawdown by 75%
A full quant research report: factor construction, correlation analysis, portfolio combination — and an honest look at why diversifying factors didn't do what the textbook promised
A volatility-contraction system that trades both directions on silver — and an honest look at the parameter tuning that took it from losing money to a real edge
