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financial-hacker.com | ||
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jonathankinlay.com
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| | | | | An extract from the chapter on pairs trading from my forthcoming book Equity Analytics | |
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rohan.ga
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| | | | | These are my thoughts on zero sum games. From poker to quant trading. Zero-sum games are fundamentally informational contests. The GTO (unexploitable) strategy is often suboptimal in practice because it is either unimplementable or even unknown and assumes everyone else is playing optimally. The GTO strategy is not maximally exploitative it is minimally exploited. In a game of non-optimal participants, the GTO strategy is not guaranteed to be the one that makes the most money. | |
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alvarezquanttrading.com
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| | | | | In a previous post, Trend-following vs. Momentum in ETFs, I compared trend-following and momentum to see which produced better results on a basket of ETFs. In the post, I mentioned combining trend-... | |
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conversableeconomist.com
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| | | Individual stock market investors often underperform the market averages because of terrible timing: in particular, they are often buy after the market has already risen, and sell when the market has already falling, and this pattern means that they end up buying high and selling low. Michael J. Mauboussin investigates this pattern, and what investors might | ||
