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Generating Financial Data using GANs
Adversarial Training, and the TCN Architecture
Jul 5 • Vertox

June 2026

Volatility Forecasting using Neural Networks
Separating the hype from what actually moves the needle
Jun 22 • Vertox
Fast Option Pricing using Fourier Transform
When Monte-Carlo is too slow
Jun 9 • Vertox

May 2026

Queue Position Estimation For Market Making
And testing it live
May 29 • Vertox
How to Build a Model That Adapts in Real Time
Why rolling retraining isn't enough, and what to do instead.
May 22 • Vertox
Optimally Combining Forecasts
Online Learning with provable performance guarantees
May 19 • Vertox
The Effective Number of Tested Strategies
A correlation-aware correction for multiple testing in strategy research
May 14 • Vertox
Going full-time on VertoxQuant
And I'm up for hire!
May 11 • Vertox
Topological Risk Parity
Tree-Based Long/Short Portfolio Construction
May 7 • Vertox

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
Strategy Decay Detection: Building a Warning System for Alpha Erosion
Knowing when to pull the plug
Apr 14 • Vertox
If you share this, you get paid back
Referral rewards are now live
Apr 8 • Vertox
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