VertoxQuant

Looking Inside The Black Box

Model-agnostic interpretable machine learning

Apr 5 • Vertox

16

2

March 2026

Finding the Best Portfolio Optimization Technique

A comparative study of modern portfolio construction methods on crypto markets

Mar 17 • Vertox

6

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

5

1

Advanced Regime Algorithms

Final Part of the Regime Series

Feb 15 • Vertox

3

Why Mean-Variance Optimization Breaks Down

And how to make it actually work

Feb 3 • Vertox

18

3

January 2026

The Myth of Factor-Free Crypto

Applying equity-style factors to digital assets

Jan 27 • Vertox

9

6

Fitting Regime Switching Models to High-Frequency Data

With derivations

Jan 22 • Vertox

9

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 • Vertox

7

2

2

What I'd Teach Someone Starting Quant Trading in 2026

Most quant roadmaps are useless.

Jan 13 • Vertox

70

11

Honey, I Shrunk the Sample Betas

Why using raw betas will blow up your portfolio

Jan 10 • Vertox

7

2

1