VertoxQuant

Kelly Criterion in Practice

How it works and how a real desk would use it

Dec 19, 2025 • Vertox

32

4

Your favorite Quant articles are now easier to access!

Now only $29.90/month (previously $39.90/month)

Dec 5, 2025 • Vertox

1

How to Model Order-Flow in HFT

Using point processes to model order-flow in high frequency trading.

Dec 4, 2025 • Vertox

5

1

November 2025

Pricing Illiquid Options Using Proxy Volatility Surfaces

Pricing Options on Altcoins using BTC and ETH.

Nov 24, 2025 • Vertox

9

2

How to Price Touch-Style Options (Polymarket)

And how to profit from mispricings

Nov 16, 2025 • Vertox

28

6

October 2025

Beta Neutral Funding Arbitrage

Trading Funding Arbs with only Perps

Oct 19, 2025 • Vertox

36

12

How Market Making Models work

and what they have in common with inverted pendulums

Oct 12, 2025 • Vertox

45

5

15

September 2025

An Introduction to Option Market Making

Everything you need to know to get into option market making

Sep 19, 2025 • Vertox

24

13

Degen Data Deep Dive

Statistical Arbitrage — Part III: Investigating Past Performance

Sep 10, 2025 • Vertox and BowTiedDevil

16

17

August 2025

Statistical Arbitrage on Uniswap v3 (Full Strategy)

Statistical Arbitrage — Part 2: Strategy and Modeling

Aug 20, 2025 • Vertox and BowTiedDevil

34

1

17

The Life-Changing Magic of Concentrated Liquidity

Statistical Arbitrage — Part I: Understanding Uniswap V3

Aug 13, 2025 • Vertox and BowTiedDevil

24

19

Roadmap and Announcements

What articles to read and what's to come.

Aug 5, 2025 • Vertox

12