Archive - VertoxQuant

Funding Arbitrage - How to Start

How funding behaves and how to trade it

Oct 10 •

September 2024

Common Risk Metrics (PyNL Part 1)

The first part of developing a quant python library

Sep 30 •

A strategy I used to run live

My favorite strategy back in the day

Sep 17 •

An informed way to trade Momentum

Trading momentum using alternative data

Sep 3 •

August 2024

A Microstructural Volatility Model for Market Making

Using microstructural volatility to improve a simple MM strategy.

Aug 20 •

Microstructural Features for Market Making

Volatility, Imbalance, Liquidity and more!

Aug 5 •

July 2024

Triangular Arbitrage Scanner - Building it!

Building the Triangular Arbitrage scanner we discussed

Jul 23 •

Triangular Arbitrage Scanner - Strategy and Design

Building a triangular arbitrage Scanner

Jul 13 •

From Idea to Live Trading - Live Trading

Taking our Strategy Live!

Jul 6 •

June 2024

From Idea to Live Trading - Monitoring Tools

Building Tools that allow us to monitor our strategy live

Jun 25 •

From Idea to Live Trading - The Strategy

Designing a strategy that we will take live together

Jun 19 •

Creating Robust Strategies (Advanced Backtesting)

Finding strategies that keep performing when you take them live.

Jun 12 •

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