Quantitative Finance - Research, Trading, Investing, & Algos

October 2024

5-minute Quantitative Finance: Factor Models

Unraveling the drivers of asset returns in financial markets

Oct 4, 2024 • 

Sebastian Gutierrez

4

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.

Feb 14, 2024 • 

Sebastian Gutierrez

1

Quantitative Finance Stack Exchange

Did you know Quantitative Finance Stack Exchange exists?

Feb 13, 2024 • 

Sebastian Gutierrez

1

What do quantitative traders do?

What are they doing all day?

Feb 9, 2024 • 

Sebastian Gutierrez

2

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…

Feb 8, 2024 • 

Sebastian Gutierrez

3

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

Feb 6, 2024 • 

Sebastian Gutierrez

2

Help me help you

Quick survey to figure out newsletter leveling and where you are in your life

Feb 2, 2024 • 

Sebastian Gutierrez

1

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…

Jan 31, 2024 • 

Sebastian Gutierrez

1

hftbacktest - High-Frequency Trading and Market-Making Backtesting Tool

Quant Finance Tool Monday - High-Frequency Trading and Market-Making Backtesting Tool

Jan 29, 2024 • 

Sebastian Gutierrez

1

Jane Street's Figgie Card Game

Quant Finance Friday Fun - Something fun for the weekend

Jan 26, 2024 • 

Sebastian Gutierrez

1