Research in Market Microstructure
This page describes my active research in quantitative finance. It is more detailed than the trading projects page because this is research rather than deployed …
Read →Quantitative Finance
Market microstructure, econophysics, and topological methods. What I have built, what I will not describe, and where the mathematics has to come before the money.
Resources & Backtesting Tutorials
Backtesting is the scientific method of systematic trading. You have a hypothesis: some feature of historical market data predicts future returns. The backtest …
Read →My Trading Projects
A note on the structure of this page before anything else. Some of what I have built and am building in quantitative trading is proprietary. Some of it would …
Read →Math & Coding Prerequisites
This page is the practical companion to the introduction to quantitative finance. That page describes the shape of the subject. This one answers a narrower …
Read →Introduction to Quantitative Finance
I came to quantitative finance the way a physicist would: through the mathematics. Once I understood what the subject actually is, the connection was obvious. …
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