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.