Articles on quantitative trading

Mean Reversion: Overview & Theory

8 min read

RSI Applications in Mean Reversion

6 min read

Bollinger Bands in Mean Reversion

5 min read

Mean Reversion Platform Workflow

5 min read

Hurst Exponent: Regime Detection

6 min read

Variance Ratio: Mean Reversion Tendency

5 min read

Half-Life: Speed of Mean Reversion

5 min read

Market Regime Detection

6 min read

The Ornstein-Uhlenbeck Process

8 min read

Kalman Filter: Mean Reversion

7 min read

Kalman Filter: Trend Following

7 min read

Cointegration & Pairs Trading

8 min read

ADF and KPSS Stationarity Tests

6 min read

Hidden Markov Models for Regime Detection

7 min read

GARCH Volatility Forecasting

7 min read

GARCH Monte Carlo for Risk Assessment

6 min read

Z-Score Entry/Exit Bands

5 min read

Optimal Trading Bands

6 min read

Confirmation Layers

7 min read

Composite Scoring System

5 min read

What Sharpe Ratio Actually Tells You (and Doesn't)

7 min read

In-Sample, Out-of-Sample, and Why It Matters

6 min read

Walk-Forward Validation: Anchored vs Rolling

8 min read

Robustness Sweeps and Stable Plateaus

6 min read

Deflated Sharpe Ratio (DSR) and Multiple-Testing Correction

6 min read

Bootstrap Confidence Intervals for Backtests

5 min read

The Time Travel Workflow

6 min read

Survivorship Bias in Equity Backtests

5 min read

Look-Ahead Bias: The Silent Killer

6 min read

Transaction Costs and Slippage Modeling

5 min read

p-Hacking and Curve-Fitting in Quant Research

6 min read

Position Sizing: Fixed, Volatility-Targeted, and Kelly

6 min read

Kelly Criterion: Full, Half, and Capped

5 min read

Drawdown, Max DD Duration, and Recovery

5 min read

Cookbook: From Backtest to Walk-Forward

5 min read

Cookbook: Reading the Robustness Heatmap

4 min read

Static Grid Search Optimization

6 min read

Per-Regime Optimization

7 min read

Dynamic Mean Optimization

6 min read

Regression-Based Optimization (Quantile Regression)

7 min read

Cookbook: Interpreting Walk-Forward Results

5 min read

Momentum: Overview & Theory

8 min read

Momentum: Core Indicators

9 min read

Momentum: Platform Workflow

6 min read

Quantitative Fundamentals: Theory

8 min read

Quantitative Fundamentals: Platform Usage

7 min read

Financial Ratios: Essential Guide

9 min read

Financial Ratios: Interpreting Results

7 min read

Scoring Methodology: Theory

8 min read

Scoring Methodology: Configuring the Screener

6 min read

Portfolio Construction: Theory

9 min read

Portfolio Construction: Using the Optimizers

7 min read

The Fama-French 3-Factor Model

7 min read

The Carhart 4-Factor Model

6 min read

Platform Overview

5 min read

Indicator Strategies Workflow

6 min read

Basic Strategies Workflow

5 min read

Stochastic Methods Workflow

6 min read

Factor Models Workflow

6 min read

Supplementary Data Workflow

4 min read

Getting Started: Factor Models

7 min read

Getting Started: My Projects

6 min read

Getting Started: Paper Trading

7 min read

Getting Started: Portfolio Visualizer

5 min read

Crossover: Overview & Theory

6 min read

Crossover: Core Indicators

7 min read

When Crossovers Lie

5 min read

Breakout: Overview & Theory

6 min read

Breakout: Core Indicators

6 min read

Volume Confirmation in Breakouts

5 min read

The Universal Builder Approach

6 min read

Stacking Signals: Compose Without Overfitting

6 min read

Indicator Reference

8 min read

Custom Rules and Conditional Logic

5 min read

When to Add a Confirmation Filter

5 min read

Macro Indicators in Quant Strategies

6 min read

Calendar Anomalies

6 min read

Sentiment & Alt Data: What's Real, What's Not

6 min read