A grid answers the question, “At what price should the strategy take an action?” Kelly answers a different question: “How much capital may the entire strategy use at most?” Only by separating these tw...
This article focuses on the contract-selection problem in directional options trading: once you already have a bullish or bearish view, how do you choose the contract that best expresses that vie...
A quantitative strategy can be as complex as you like, but complexity alone does not tell you whether the strategy is worth trading. Moving averages, RSI, machine-learning models, and even more sophis...
I have recently become interested in relative-value and arbitrage strategies. In an earlier example, we traded EWY against Samsung Electronics and SK Hynix. That trade, however, depended on a human be...
This strategy is intended solely for quantitative research and software design discussion. It does not constitute investment advice. DCA can accumulate exposure during one-way markets, and stop-loss o...
A Comparative Online Learning Experiment Based on FMZ Rust Online learning is easily presented as a natural advantage in quantitative research: markets are non-stationary, so models should continuousl...
SK Hynix has recently put the word “arbitrage” back in the spotlight. With stock perpetual contracts going live, instruments such as SK Hynix and Samsung Electronics—which previously traded only throu...
From a grid strategy that nearly blew up the account to a complete rewrite built together with AI A grid running on the Korean equity market revealed four painful flaws in live trading. Following thos...
On the very first day GPT 5.6 launched, I wanted to try it out. I could have written a small utility, run a few prompts, and called that an evaluation. But that felt a little pointless. To find out wh...
Recently, Google Research released TabFM, a foundation model designed for tabular classification and regression tasks. It attempts to compress model training, hyperparameter search, and complex f...