Video walkthrough of the Conditional Maximum Loss (CML) Portfolio Optimization article and Python code.
CML is a new path-dependent tail risk measure that works for fully general Monte Carlo market simulations.
The video below will help you learn about it more effectively.
#quant #quantsky #data
How to effectively find the best solution to investment problems.
substack.com/profile/1707...
#quant #quantsky #finance #markets #python #investing #data
🎉 We are excited to welcome Andrea De Angelis and @gessler.bsky.social as Methods School Directors for our Methods School #ecprms, overseeing all academic matters for the event
They bring internationally recognised experience in researching, teaching and training in #qual & #quant research methods
Quantpedia in February 2026
– Expanded the Trend/Reversal Analysis
– 8th episode of QuantBeats
– Invitation to Future Alpha conference
– Quantpedia Awards 2026 reminder
– 11 new Quantpedia strategies
– 5 new related papers
– 7 new backtests
– 5 new blog posts
quantpedia.com/quantpedia-i...
#quant
QuantBeats Episode 08 is Live!
Jiři Mrkva breaks down how he builds systematic crypto strategies, why automation beats emotional decision-making, and how robust quant systems can run in the background.
www.youtube.com/watch?v=QogV...
#quant #crypto #trading #strategies #algotrading
QuantBeats Episode 08 is Live!
Jiři Mrkva breaks down how he builds systematic crypto strategies, why automation beats emotional decision-making, and how robust quant systems can run in the background.
www.youtube.com/watch?v=QogV...
#quant #trading #strategies #crypto #algotrading
🚨 $MU WHALE ALERT 🚨
V4 Quant engine just flagged massive news sentiment shifts. 📈
Full levels & alpha are live in Discord. Join now to see the setup.
🔗 https://discord.gg/quantsignals
#MU #Quant #Alpha #Trading
Practical perspectives on stationarity in investment markets.
Investment data is probably not stationary in the strict mathematical sense, certainly not the price series.
Read why it's useful assumption anyway: substack.com/profile/1707...
#quant #quantsky #finance #markets #python #investing
🚀 BUZZER QUANT IS HERE!
📊 First look at our new AI-powered quant strategy
The strategy that never sleeps - analyzing markets 24/7
Soon on our platform
🔗 https://buzzer-intelligence.vercel.app
#Crypto #Trading #Quant #AI #Bitcoin
Stagflation is the new baseline. High inflation + slowing growth = heavy market gravity.
With TLI drying up and DXY stubborn, physics forces a revaluation. GMS isn't just a number; it’s the downward pressure we’re all feeling.
#Macro #GMS #Quant #Stagflation
Stagflation is the new baseline. High inflation + slowing growth = heavy market gravity.
With TLI drying up and DXY stubborn, physics forces a revaluation. GMS isn't just a number; it’s the downward pressure we’re all feeling. Watch the gravity.
www.omnimetric.net
#Macro #GMS #Quant #Stagflation
However, during market crises or extended bear markets, many strategies become synchronized. Portfolios built from pro cyclical strategies experience drawdowns. This creates a need for strategies that behave differently during stress periods.
quantpedia.com/finding-and-...
#quant #crisis #hedge
Markets are acting calm, but my GMS is picking up some heavy gravity under the surface. TLI is drying up, and MOVE is still sticky at 105. Switching to caution mode before the NFP dump tomorrow. Don't get swept away in the noise. Stay safe.
www.omnimetric.net
#MarketGravity #Quant #Macro #GMS
Is mean-variance really sufficient?
Read more about it here: substack.com/@antonvorobe...
#quant #quantsky #finance #markets #python #investing #investment #risk #data
#CRWD #Trading #Alpha #Quant"
(Note: Bluesky hashtags are part of the text).
Let's re-verify the count.
1. 🚨 (2)
2. space (1)
3. $CRWD (5)
4. space (1)
5. WHALE (5
🔗 https://discord.gg/quantsignals
By identifying whether the Fed is in a tightening, easing, or neutral phase, investors can improve their expectations about the near-term evolution of the yield curve.
quantpedia.com/2-year-notes...
#quant #trading #strategy #fed #monetary #policy
I look forward to presenting at CQF Institute’s Portfolio Management in Quant Finance conference next week.
I will present from 15:10 to 15:45 (GMT) according to the schedule below.
Read more and register here: cqfinstitute.org/events/confe...
#quant #finance #markets #investment #tailrisk #cml
The market is relentless. It doesn't sleep, and it certainly doesn't respect fatigue.
You cannot beat a 24/7 environment with manual effort. You beat it with relentless architecture.
Build the system. Automate the risk. Let the code stay awake so you don't have to. 🏗️
#Quant #SystemDesign
A summary of modern investment technology, including what it looks like and what it can do.
In the end, there is a popular posts recap. Make sure to check it out :-)
#quant #quantsky #finance #markets #python #investing #investment
Gerade die Suchmaschine #Quant am ausprobieren.
Was mir von vorne rein gefällt: Bessere Suchergebnisse, keine AI-Overviews und somit auch keine Geheimagenten-KI von OpenAI wie bei Ecosia.
The latest quant model reveals a harsh structural reality for Bitcoin.
Its math dictating a slide to $35K by December 2026 is airtight. #BTC #Quant
coinsbeat.com/bitcoin-bear...
OWB credit warning just blinked red. Market mood soured real quick. OGV’s been stuck in recession territory for a while now anyway... gravity is pulling hard.
#OWB #OGV #Macro #Quant #Recession #OmniMetric #SPX #GMS
How large path-dependent tail risk optimization problems can we solve on normal-sized servers?
This Python case study presents how fast we can solve large Conditional Maximum Loss (CML) portfolio optimization problems.
#quant #quantsky #finance #markets #python #investing #investment #data #risk
GMS v2.3 "Harris Hawk" is officially live. TLI and SPD are still holding the line, but VIX is starting to wake up. Keeping a close eye on this "atmospheric pressure" shift. The backtests were just the warmup—the real game starts now.
#GMS #TLI #SPD #VIX #DXY #MOVE #Macro #Quant #SPX #OmniMetric
Currently crunching data across TLI, DXY, VIX, MOVE, and SPD. It’s fascinating to see how they define the underlying gravity of the index. Thinking about pushing a GMS score v2.3 update based on these backtests. Stay tuned.
#TLI #DXY #VIX #MOVE #SPD #Macro #Quant #GMS #SPX #OmniMetric
This research examines the critical quantitative investment problem of systematic tactical allocation to international equity mandates—specifically Europe, Australasia, and the Far East (EAFE)—amidst conjectured macroeconomic regime transitions.
quantpedia.com/systematic-a...
#quant #investing
It is essential to get the foundation right for investment models.
I often see models that “take many things into account” while being fundamentally wrong.
Read more about it here: substack.com/profile/1707...
#quant #quantsky #finance #markets #python #investing #investment #trading #models
👀 We’re starting soon—4:30pm GMT (11:30am ET / 8:30am PT). This 30‑minute webinar will give you critical insight into the 2026 quant talent landscape. It’s one you’ll want to catch.
✅ Register on our events page & catch up on demand if the timing doesn't work for you. #quant
When an ETF is liquid but its underlying assets are difficult to price in real time, temporary dislocations between market price and intrinsic value can arise, particularly during periods of elevated volatility.
quantpedia.com/evaluating-r...
#quant #arbitrage #trading #strategy
