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July 13, 2009

A journal of quantitative trading strategies, algorithms, and related analysis. Emphasis is intuition and practical use in trading, over rigor (expect no proofs).

Focus is strategies tradable on public exchanges by automated systems; instruments include equities, equity derivatives, and volatility derivatives; frequency ranges from daily to tick. Posted strategies will either have no proven alpha (for instrument(s)/market(s) analyzed) or already ran their course.

Primary background topics include computational finance, financial economics, applied mathematics, financial engineering, and programming (Excel, R, and Java).

All content on this site is provided for informational purposes only. It is not intended as advice to buy or sell any securities. Stocks are difficult to trade; quantitative strategies are much more difficult to trade.  Please do your own homework and accept full responsibility for any investment decisions you make.

3 Comments leave one →
  1. August 7, 2009 6:36 am

    Great blog, I have been following your posts and find your blog does all the right things in terms of eductating and informing about quant methods. Thanks.

  2. quantivity permalink
    August 9, 2009 8:36 am

    @Nick: thanks for your positive words. I greatly enjoy reading Designing Better Futures, as well.

  3. Chronos Phenomena permalink
    November 21, 2009 12:00 pm


    What is the platfom you use for actual trading? Is it some custom platform written in Java or something else.. publicly available?


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