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Advanced Regime Algorithms
Final Part of the Regime Series
Feb 15
•
Vertox
2
Why Mean-Variance Optimization Breaks Down
And how to make it actually work
Feb 3
•
Vertox
15
3
January 2026
The Myth of Factor-Free Crypto
Applying equity-style factors to digital assets
Jan 27
•
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8
6
Fitting Regime Switching Models to High-Frequency Data
With derivations
Jan 22
•
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8
The Birth of a Quant Community
Quant Corner
Jan 21
•
Vertox
4
Regime Switching Models for Microstructure Features
Understanding State Dependence in Market Microstructure
Jan 16
•
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7
2
2
What I'd Teach Someone Starting Quant Trading in 2026
Most quant roadmaps are useless.
Jan 13
•
Vertox
57
9
Honey, I Shrunk the Sample Betas
Why using raw betas will blow up your portfolio
Jan 10
•
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7
2
1
Volatility Forecasting from High-Frequency Quotes
and the pitfalls to look out for.
Jan 4
•
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7
2
2
December 2025
Kelly Criterion in Practice
How it works and how a real desk would use it
Dec 19, 2025
•
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34
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
6
1
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