VertoxQuant

VertoxQuant

Home
Archive

Sitemap - 2024 - VertoxQuant

Market Making - Toxicity and Adverse Selection

Quantitative Finance - How to Start

Event-Driven Backtester in Python

Market Making Models

Funding Arbitrage - How to Start

Common Risk Metrics (PyNL Part 1)

A strategy I used to run live

An informed way to trade Momentum

A Microstructural Volatility Model for Market Making

Microstructural Features for Market Making

Triangular Arbitrage Scanner - Building it!

Triangular Arbitrage Scanner - Strategy and Design

From Idea to Live Trading - Live Trading

From Idea to Live Trading - Monitoring Tools

From Idea to Live Trading - The Strategy

Creating Robust Strategies (Advanced Backtesting)

The Holy Grail: Uncorrelated Strategies

A High Frequency News Trading Strategy

Sector Momentum in Crypto (Python)

Combining Trading Forecasts

Trading on Prediction Markets

Frontrunning Uninformed Traders

Simulating Price Movement for Monte Carlo Methods

Harvesting the Depegging Risk Premium

Reducing Trading Costs

The Dance of Volume and Price

Fair Price in Market Making

Sports Betting Arbitrage - How anyone can make thousands

An improved Market Making Strategy

© 2026 Vertox · Privacy ∙ Terms ∙ Collection notice
Start your SubstackGet the app
Substack is the home for great culture