7 Tips For Fixing Your Strategy Backtesting a Q&A With Top Quants

Strategy backtesting is a mix of art and science. Quants who rely too much on science will fall victim to the infamous Curve Fitting phenomenon. While some quants who overcompensate on their artistic balance will create disillusioned theories that back their models. We created this post to compile leading quants’ perspectives on strategy backtesting covering […]

 


Designing Sentiment Trading Strategies with Stefan Nann

Stefan Nann is the Co-Founder and CEO of StockPulse, a provider of social media sentiment data for individual and index securities. Stefan studied Business Administration and Information Systems before performing graduate studies with a focus on financial markets, analysis of unstructured text and online communities. While a visiting scholar at the Massachusetts Institute of Technology (MIT) Center […]

 


Talking Regime Change Quantitative Strategies with Blake Woodard of RLF Capital Management

Blake Woodard had a chat with our Growth Hacker Simon Burns on his start in algorithmic trading with Excel following an injury that left him motionless for days, his crowd psychology based market strategy and opinion on HFT. Blake is the Managing Director and Portfolio Manager at RLF Capital Management. Blake will be teaching at […]

 


Social Media Analytics in Finance with Oli Wilkinson of Knowsis

Oli Wilkinson had an interview with our Growth Hacker Simon Burns to discuss the inception of his financial technology startup Knowsis following the 2008 crash, the growing influence of social media in financial markets and the process of building a machine learning tool to dissect social media “noise”. Oli co-founded and is the CEO of […]

 


Stellar Interview with Spencer Connaughton: 21 Year Old Quant Fund Manager at Archivolt Partners

Spencer Connaughton had a chat with our Growth Hacker Simon Burns on the learning curve in becoming an algorithmic/quant trader using his school’s Bloomberg terminals (and crashing them), his firm’s use of the Residual Income Valuation model in algorithmic trading and the potential of markets with 20-somethings running them. Spencer started and runs a quant, grey box […]

 


History of Non-Market Data Correlations

Over the course of the history of the stock market, quantitative observers have built up a comprehensive database of non-market data correlations. From solar flares to hurricane cycles, biota growth and New York City temperature. Figures like Consumer Sentiment data and other broadly distributed survey data have been used by market participants when deciding market […]

 


Interview with Mebane Faber of Cambria Investment Management

Mebane Faber had a chat with our Growth Hacker Simon Burns on the learning curve in becoming an algorithmic/quant trader, correlating non-market data and the move towards democratization of algorithmic model creation among. Mebane runs a long form qualitative and quantitative analysis blog at Mebane Faber, is the author of Shareholder Yield: A Better Approach […]

 


Interview with Tadas Viskanta of Abnormal Returns

Tadas Viskanta sat down for an interview with our Growth Hacker Simon Burns on what he sees in the future for financial blogging, the effect of Twitter data on markets and the move towards democratization of algorithmic model creation among other things. Tadas is a prolific blogger at Abnormal Returns, author of Abnormal Returns: Winning […]

 


Intersection Between Quant and Technology

Deutsche Bank Mention Deutsche Bank had a few nice words to say about QuantConnect in their recent news letter: “Recently we came across an interesting company called QuantConnect that perfectly embodies the intersection between quant and technology. QuantConnect is a startup that is trying to “democratize” quant investing. Most of us, who have spent too many […]