The Quant Stack

The Quant Stack

Home
Podcast
Twitter
Arb Wiki
Pairs Wiki
Archive
About

Sitemap - 2023 - The Quant Stack

Automating Charting - Slightly Less Degen

Hide N’ Seek Pt.2 - Detection

Continuous Trading

Hide N' Seek Pt.1 - Avoiding Detection

Pairs Trading Papers - Review

Strategy Discussion: Lead Lag

Low Latency Dup. Data Aggregation

Small Trader Alpha #3 - Triangles

Seasonality - A Comprehensive Overview

Levering to the tits - dead simple alpha

Sentiment & News Data

Small Trader Alpha #2 - Advanced Approaches

Small Trader Alpha - Another Real Strategy

Thinking about stationarity the right way

Equity Option Mispricing Effects

A Real Pairs Trading Strategy

Seasonality in Commodities Markets

Outliers - A Deep Dive (PART 2)

Outliers - A Deep Dive (PART 1)

Timeframe Crowding - An Interesting Effect

Alpha Pipeline: Raw Data -> Trades

Execution - Without The Fluff

Tick Talk - Ep1 S1

Non-Linearity Without Machine Learning

Breaking Down Momentum Strategies

Greedy Method for SMRPs (PART 2)

Pairs Trading Framework & Process

Greedy Method for SMRPs

Truncation Method for SMRPs

Non-Sparse Synthetic Portfolios

Hedging Crypto Exchange Risk - How/Where

A Novel Approach to Frontrunning Drunk Brits

Semi-Definite Programming For SMRPs

Election Cycle Seasonality Effects

Manipulating Elections With Statistics

Monte-Carlo Minimization for Synthetic Portfolios

Using Order Size For Alpha

Ranked L/S - Turning a formula into a strategy

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