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Quantocracy @Quantocracy

Curated links from the quantitative trading blogosphere.

Joined June 2013
  • Tweets 13,981
  • Following 197
  • Followers 24,100
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Recent Quant Links from Quantocracy as of 06/12/2026 quantocracy.com/recent-quant…

Recent Quant Links from Quantocracy as of 06/12/2026 - Quantocracy

This is a summary of links recently featured on Quantocracy as of Friday, 06/12/2026. To see our most recent links, visit the Quant Mashup. Read on readers! The Right Way to Use AI in Trading (This...

quantocracy.com
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A Hidden Trade Around SpaceX IPO? [@ConcretumR] dlvr.it/TT1WGk
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The Factor Zoo Has Hundreds of Animals But Only a Handful of Species [@AlphaArchitect] dlvr.it/TT1VvW

The Factor Zoo Has Hundreds of Animals — But Only a Handful of Species

The Factor Zoo Has Hundreds of Animals — But Only a Handful of Species - Factor Investing

alphaarchitect.com
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The Right Way to Use AI in Trading (This Week) [@Algo_Advantage] dlvr.it/TT0g9L
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I Audited 30 Years of SPY Candlesticks and the Variance Risk Premium [Peter Olayemi] dlvr.it/TT0fg1

I Audited 30 Years of SPY Candlesticks and the Variance Risk Premium.

A four-script statistical audit: why p-values lie at large n, how a Garman-Klass bug inflated Sharpe 6.15 → 1.11, and what survives causal…

medium.com
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Fast Option Pricing using Fourier Transform [@Vertox_DF] dlvr.it/TSzLdw

Fast Option Pricing using Fourier Transform

When Monte-Carlo is too slow

vertoxquant.com
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Recent Quant Links from Quantocracy as of 06/09/2026 quantocracy.com/recent-quant…

Recent Quant Links from Quantocracy as of 06/09/2026 - Quantocracy

This is a summary of links recently featured on Quantocracy as of Tuesday, 06/09/2026. To see our most recent links, visit the Quant Mashup. Read on readers! Forecasting statistical estimates when...

quantocracy.com
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Forecasting statistical estimates when data gets real [@InvestingIdiocy] dlvr.it/TSyPvq
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Resourcing a Triangulated Stat Arb Operation as a Solo Trader [@Robot_Wealth] dlvr.it/TSyPVJ

Resourcing a Triangulated Stat Arb Operation as a Solo Trader - Robot Wealth

Part 6 of 6: Statistical Arbitrage for Independent Traders Previously: At its simplest, stat arb is a bet on convergence: two related stocks drift apart, and you bet on them coming back together....

robotwealth.com
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What Trend Following Actually Adds to a Risk-Premia Core [Beyond Passive] dlvr.it/TSyP0k
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UFC - Ultimate Fitting Championships [@InvestingIdiocy] dlvr.it/TSyNZl
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When the insiders and the news disagree: a first look at the cross-signal [@TommiJohnsen] dlvr.it/TSyMRn
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Reconstructing a Century of U.S. Corporate Bonds [@Quantpedia] dlvr.it/TSyLzT
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Recent Quant Links from Quantocracy as of 06/06/2026 quantocracy.com/recent-quant…

Recent Quant Links from Quantocracy as of 06/06/2026 - Quantocracy

This is a summary of links recently featured on Quantocracy as of Saturday, 06/06/2026. To see our most recent links, visit the Quant Mashup. Read on readers! The crossword puzzle of fitting – why...

quantocracy.com
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The crossword puzzle of fitting - why across and then down? [@InvestingIdiocy] dlvr.it/TSw2j7
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The Non-Linear Costs of Trading [@ConcretumR] dlvr.it/TSw2Y1
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How Wise is the Crowd in Prediction Markets [@Quantpedia] dlvr.it/TSw2HZ
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Research Review | 5 June 2026 | Risk Management [@JPicerno] dlvr.it/TSw248
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Recent Quant Links from Quantocracy as of 06/04/2026 quantocracy.com/recent-quant…

Recent Quant Links from Quantocracy as of 06/04/2026 - Quantocracy

This is a summary of links recently featured on Quantocracy as of Thursday, 06/04/2026. To see our most recent links, visit the Quant Mashup. Read on readers! The software side of replication...

quantocracy.com
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The software side of replication [@LBallabio] dlvr.it/TStTS1

The software side of replication

Today’s post was originally published in the November 2025 issue of Wilmott Magazine. What if you could make it a lot easier for readers ...

implementingquantlib.com
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