VertoxQuant

VertoxQuant

Home
Archive
Leaderboard
Don't Predict the Mean. Predict the Entire Distribution
An introduction to Distributional Regression
Aug 12 • Vertox
Conformal Prediction in Quantitative Finance
Distribution-free prediction intervals, and what they actually guarantee on time series.
Aug 2 • Vertox

July 2026

Common Quant Research Mistakes and How to Avoid Them
Beyond your typical "Don't overfit"
Jul 24 • Vertox
Causality in Time Series
Bayesian networks, Granger causality, directed information, and the limits of inference under hidden confounding
Jul 14 • Vertox
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
© 2026 Vertox · Privacy ∙ Terms ∙ Collection notice
Start your SubstackGet the app
Substack is the home for great culture