Quannect @QuannectAsia

Aim to build #1 community to connect quants. To share quantitative model, strategies and knowledge. Welcome to #QFAT = Quantitative Finance Algorithm Trading quannect.launchrock.com Singapore Joined November 2017

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Quannect @QuannectAsia

3 years ago

#QFAT

Ralph Sueppel @macro_synergy

3 years ago

#QFAT

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Quannect @QuannectAsia

4 years ago

#QFAT

Ralph Sueppel @macro_synergy

4 years ago

#QFAT

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cephalopod @macrocephalopod

4 years ago

A while ago I said I'd do a thread of recommended books for people looking to get into quant finance, or just starting their careers. This is that thread. It's v biased to buy side because that's where my experience is -- derivatives/risk quants look elsewhere pls!

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Quannect @QuannectAsia

4 years ago

#QFAT

SIAM Activity Group on Dynamical Systems @DynamicsSIAM

4 years ago

#QFAT

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Quannect @QuannectAsia

4 years ago

#QFAT

Darren 🥚🐣🕊️ @ReformedTrader

4 years ago

#QFAT

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Quannect @QuannectAsia

5 years ago

#QFAT

Wes Gray 🇺🇸 @alphaarchitect

5 years ago

#QFAT

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Quannect @QuannectAsia

5 years ago

Factor momentum (Robert D Arnott, Mark Clements, Vitali Kalesnik, Juhani T Linnainmaa) #QFAT #Factor papers.ssrn.com/sol3/papers.cf…

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Ralph Sueppel @macro_synergy

5 years ago

Investors have a tendency to sell assets with positive returns rather than those with losses. This “disposition effect” is a key motivation for trend following strategies. Importantly, it is cyclical, stronger in “bust periods” than in “boom periods”. sr-sv.com/understanding-…

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Quannect @QuannectAsia

5 years ago

#QFAT #Python #MachineLearning

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Jacques Joubert @JacquesQuant

5 years ago

If you haven't already, get a copy of these!! I am enjoying them very much and already planning out how we will add these to our libraries.

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Quannect @QuannectAsia

5 years ago

#QFAT #riskmanagement

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Quannect @QuannectAsia

5 years ago

#QFAT

Ralph Sueppel @macro_synergy

5 years ago

#QFAT

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Emanuel Derman @emanuelderman.bsky @EmanuelDerman

5 years ago

A short thread about GameStop and Populism and The Central Dogma of Derivatives. The “populist” nature of the r/WSB pumping of GameStop that required SAC and Citadel “experts” to rescue Melvin Capital “experts” after the attack by the financial non-elite isn’t completely new. 1/

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Ralph Sueppel @macro_synergy

5 years ago

Post: "Your Volatility Handbook" aims "to introduce you to volatility, concepts surrounding volatility, how volatility can be traded, and how this differs to directional trading in outright contracts." macrodesiac.com/your-volatilit…