We have been running quantitative strategies and building the infrastructure behind them for a while without writing much of it down. This blog fixes that.
What to expect
Three kinds of posts: market commentary when conditions are worth remarking on, engineering write-ups when we build something we would have wanted to read about, and research notes when a piece of strategy work produces a result worth sharing.
We would rather publish fewer posts that are specific than a steady stream of generalities. Expect detail, numbers, and the occasional account of something that did not work.
A standing disclaimer
Nothing here is investment advice. Descriptions of strategies are not recommendations, and past results do not predict future ones.
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