Skip to content


Fusion of three passions: writing, quantitative analysis, making money (not necessarily in that order). If perhaps you find any value in these posts, all the better.

Q. Who are you?

A. Humble student of alpha.

Q. Why do you write the blog?

A. Exercise intellectual discipline. Publish quantitative trading strategies and analysis. Collaborate with peers in quantitative trading.

Q. How can I contact you?

A. By popular demand, via email: quantivityblog at yahoo dot com.

Q. Is Quantivity available vis RSS?

A. RSS Feed Subscribe to Quantivity via RSS.

21 Comments leave one →
  1. August 6, 2009 9:00 pm

    is there a way to follow your blog updates via twitter or RSS? thx

  2. toptick permalink
    August 11, 2009 12:54 pm

    I had the same question, but found the answer. See below . . .

  3. quantivity permalink
    August 14, 2009 9:32 am

    @Nick / toptick: Thanks for your interest. Quantivity now supports RSS syndication, as updated on this page and the recent post Quantivity Feed / RSS.

  4. Jeff permalink
    August 24, 2009 8:04 pm

    Interesting choice of words for your last post. I’ve been following your blog and would like to send you a copy of ETF Rewind if you have an interest. Keep up the good work. Jeff

  5. Carl permalink
    September 21, 2009 1:21 pm

    A regime dashboard, if indeed acheivable, would be remarkable.

  6. Ahmad Namini permalink
    July 28, 2010 1:11 pm

    Thanks for the blog. Very informative and the writing style makes the reading even more enjoyable.

  7. Wilson permalink
    January 26, 2011 12:19 pm

    Interesting blog!

  8. bernabe permalink
    May 8, 2011 4:30 am

    Good work. Go on.

  9. June 9, 2011 12:06 pm

    I have built a website using current market timer statements from blogs and websites such as yours. The focus of the website is to point readers to sites that post information related to financial market technical techniques using such statistical/stochastic methods, Elliot Wave, T Theory, Gann Forecasting, Andrew Pitchforks, etc. The blog lists 20 of the most current reviews using the referenced site’s handle with a one-line quote tied together as a link to the source website. Please visit the web page at

    If you have any suggestions or would like to be removed from scan list please let me know by sending an email to

    Kind regards,

    Joe McVerry

  10. Nick Gogerty permalink
    May 8, 2014 8:10 am

    Hi just curious. Are you aware of any good papers on back testing a mean variance portfolio. ie. run the default mean variance approach optimal frontier. I am looking to explore the mean variance approach, showing say a 1 yr. re-balancing walk forward test, using either asset classes or a selection of individual assets.

  11. September 10, 2014 3:56 am

    Where are you? Keep up the good work!

  12. February 27, 2015 5:16 am

    Hi, i really enjoy the blog. Loved the article on learning to algorithmically trade. With you permission can i link your blog on my website:

    Also, would love to be on your bloglist. Thanks.

  13. Leandro Infantino permalink
    September 16, 2016 8:16 pm

    Hi guys. You have cited my articles and some of my research in the past. I am Leandro Infantino fyi…and you have done some great stuff breaking my PCA model and regime switching signal into individual pieces for various uses. I would like to know whats the name of the main author and leader of this blog and reach out to him/her. Thanks.

  14. Yajun Duan permalink
    January 4, 2017 6:19 pm

    Hello, could I join your email list for latest newsletters?

  15. May 10, 2018 5:44 am

    How can I get in touch with you? I’d like to discuss a book project with you. Thanks


  1. Quantivity Feed / RSS « Quantivity
  2. Trade Using Market Regimes? « Quantivity
  3. CFTC / FTC Flash Report « Quantivity

Leave a Reply

Fill in your details below or click an icon to log in: Logo

You are commenting using your account. Log Out /  Change )

Google photo

You are commenting using your Google account. Log Out /  Change )

Twitter picture

You are commenting using your Twitter account. Log Out /  Change )

Facebook photo

You are commenting using your Facebook account. Log Out /  Change )

Connecting to %s

%d bloggers like this: