VertoxQuant

Optimally Combining Forecasts

Online Learning with provable performance guarantees

May 19 • Vertox

5

1

The Effective Number of Tested Strategies

A correlation-aware correction for multiple testing in strategy research

May 14 • Vertox

10

2

Going full-time on VertoxQuant

And I'm up for hire!

May 11 • Vertox

11

2

Topological Risk Parity

Tree-Based Long/Short Portfolio Construction

May 7 • Vertox

9

2

April 2026

Backtests Lie: Building a Stress-Test Framework for Trading Signals

Synthetic nulls, falsification audits, and backtest inflation diagnostics in Python.

Apr 22 • Vertox

19

8

5

Strategy Decay Detection: Building a Warning System for Alpha Erosion

Knowing when to pull the plug

Apr 14 • Vertox

8

1

If you share this, you get paid back

Referral rewards are now live

Apr 8 • Vertox

5

Looking Inside The Black Box

Model-agnostic interpretable machine learning

Apr 5 • Vertox

24

2

March 2026

Finding the Best Portfolio Optimization Technique

A comparative study of modern portfolio construction methods on crypto markets

Mar 17 • Vertox

9

2

95% of Stat Arb Strategies Are Built Wrong

Learning to Rank for Cross-Sectional Strategies

Mar 5 • Vertox

5

1

February 2026

Discrete Market Making

What every research paper ignores

Feb 28 • Vertox

6

2

Advanced Regime Algorithms

Final Part of the Regime Series

Feb 15 • Vertox

4

1