Quantitative Finance - Research, Trading, Investing, & Algos

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May 2024

February 2024

Quant Finance Rationale Memo Template
Whether you are researching, trading, or developing software, it's important to keep track of what you've done and why.
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Sebastian Gutierrez
Quantitative Finance Stack Exchange
Did you know Quantitative Finance Stack Exchange exists?
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Sebastian Gutierrez
What do quantitative traders do?
What are they doing all day?
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Sebastian Gutierrez
Quant Finance Project Ideas
Whether you are a student, a mid-career switcher, or interested in kinds of projects to build your portfolio, here's some advice on what projects to…
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Sebastian Gutierrez
Professor William F. Sharpe's Thoughts on his own "Sharpe Ratio"
Dr. Sharpe's thoughts on his original paper, Sharpe 1966, and how it's evolved since then
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Sebastian Gutierrez
Help me help you
Quick survey to figure out newsletter leveling and where you are in your life
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Sebastian Gutierrez

January 2024

Introductory Study of Ultra-High Frequency Forex Spot Rate Data
Quant Finance Wednesday Wisdom: You need high-frequency data for high-frequency trading. In 1991, the first academic study to look at high-frequency…
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Sebastian Gutierrez
hftbacktest - High-Frequency Trading and Market-Making Backtesting Tool
Quant Finance Tool Monday - High-Frequency Trading and Market-Making Backtesting Tool
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Sebastian Gutierrez
Jane Street's Figgie Card Game
Quant Finance Friday Fun - Something fun for the weekend
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Sebastian Gutierrez
Asset Allocation for Individual (And Other?) Investors
Quant Finance Wednesday Wisdom - literature focused on asset allocation for individual portfolios based on risk preferences using a tool called the…
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Sebastian Gutierrez
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