Quantocracy

Quant Blog Mashup

  • ST
  • Quant Mashup
  • About
    • About Quantocracy
    • FAQs
    • Contact Us
    • ST
Quant Mashup - Jan Heger
Two Strategies Past 80 Meaningless Versions of Themselves. Control Group Told Them Apart [Jan Heger]
The other I threw away, and the only thing that told them apart was a control group that most people building trading systems never bother to build. Here’s what the control saw that my eyes couldn’t. Thanks for reading! Subscribe for free to receive new posts and support my work. What a control(...)
- 1 hour ago, 20 Aug 2026, 09:54pm -
I Scaled Out to Raise My Win Rate. It Didn't Move — and It Cost Me $115,000 [Jan Heger]
You lock in gains, you stop giving winners back, and, the part everyone repeats, your win rate goes up. I tested it on 3,966 of my own trades. Two of those three claims are false, and the third one cost me a fortune. The setup I run an automated futures system with a fixed exit: each strategy takes(...)
- 8 days ago, 12 Aug 2026, 09:32pm -
The Statistic That Passed Every Test I Had And Still Isn't an Edge [Jan Heger]
It cleared the control test that kills almost everything I try and that I still won’t trade. That’s because there’s a gap between those two things and it is the most useful thing I’ve learned building this system, so let me show you what actually happened. The pattern For this particular(...)
- 15 days ago, 5 Aug 2026, 05:08pm -
The 58% Win Rate That Was My Own Code Lying To Me [Jan Heger]
Below I have shared my story of an idea that passed four checks I’d set in advance and died on the fifth, and why the fifth one is now the first thing I run. The setup I like to day-trade MNQ, and I’d built a framework around specific price levels that I have created. The core claim was simple:(...)
- 20 days ago, 31 Jul 2026, 07:15pm -

    Welcome to Quantocracy

    This is a curated mashup of quantitative trading links. Keep up with all this quant goodness via RSS, X/Twitter, Facebook, Stocktwits, Mastodon, Threads and Bluesky.

    Sources included on mashup:

    Folks who keep the lights on:


    Allocate Smartly
    Quantpedia
    Quantt
    Robot Wealth

     

    Other great sources:


    Alex Chinco
    Algorithmic Advantage
    Aligrithm
    Alpaca
    Alpha Architect
    Alpha Scientist
    Alvarez Quant Trading
    Anton Vorobets
    Artur Sepp
    Asm Quant
    Auquan
    Better Buy And Hold
    Beyond Passive
    Black Arbs
    Build Alpha
    Capital Spectator
    Chase the Devil
    Concretum Group
    Cracking Markets
    CSS Analytics
    Dekalog Blog
    Delphic Alpha
    Deltaray
    DTR Trading
    EconomPic
    Engineered Portfolio
    ENNlightenment
    EP Chan
    Eran Raviv
    Factor Investor
    Financial Hacker
    Flirting with Models
    Foss Trading
    FX Macro Data
    Gatambook
    Geodesic Edge
    GestaltU
    Grzegorz Link
    Handelsmeisterei
    Hudson and Thames
    Invest Resolve
    Investing for a Living
    Investment Idiocy
    Jan Heger
    Jonathan Kinlay
    Kid Quant
    Koppian Adventures
    Krzysztof Ozimek
    Light Finance
    Macrosynergy
    Mark Best
    Markov Processes
    Meb Faber
    Morgue Labs
    Only VIX
    Open Source Quant
    OSM
    Outcast Beta
    Oxford Capital
    Paper to Profit
    Patrick David
    Philosophical Economics
    Portfolio Optimizer
    Propfolio Management
    Python For Finance
    Quant Connect
    Quant Fiction
    Quant For Hire
    Quant Galore
    Quant Insti
    Quant Journey
    Quant Rocket
    Quant Start
    Quantifiable Edges
    Quantish
    Quantitativo
    QuantStrat TradeR
    Quantum Financier
    Relative Value Arbitrage
    Return and Risk
    Return Stacked
    Rulyfi
    Sitmo
    Six Figure Investing
    Sober Quant
    Strat Proof
    System Trader Show
    Systematic Edge
    The Refutation
    Thiago Marzagao
    Timely Portfolio
    Todo Trader
    Tommi Johnsen
    Tr8dr
    TradeQuantiX
    Tradevo Data
    Trading the Breaking
    Trading with Python
    TrendXplorer
    Turnleaf Analytics
    Two Centuries Investments
    Unexpected Correlations
    Vertox Quant
    Voodoo Markets
    Yannick Kalber

    Copyright © 2015-2026 · Site Design by: The Dynamic Duo