Series
Quantitative Finance Series 2
2 parts, in reading order. Each one builds on the last.
- 01
Quantitative finance, part two, in ten ideas
OCT 20 2026 · 9 min
Ten ideas take a trading idea from raw prices to a portfolio you could actually run: returns are the data, an indicator is a summary of the past, an alpha is a…
- 02
Time series: returns are the data, prices are not
OCT 20 2026 · 9 min
A price history is ordered in time, and three habits follow: work with returns, because a price is almost perfectly correlated with yesterday's price and a…