Quant Mashup - Quant Galore

A Common Sense Guide to Volatility Trading [Quant Galore]

It’s a Tuesday morning, you pull up a name you’ve been watching, and its 30-day implied vol is printing 48, sitting right near the top of where it’s traded all year. Vol is mean-reverting, everyone knows that, so you do the obvious thing. You sell the straddle, perhaps even an iron condor. Two(...)

A Junior Quant's Guide to Event-Driven Trading [Quant Galore]

You have to know that it didn’t get that way overnight. And more often than not, it didn’t get that way quietly. On every step of the way down, companies like this are forced by regulators to publicly share every detail on exactly how business is going and what they’ve got planned. All you(...)

A Quant's Guide to Cross-Section Maxxing, Code Included [Quant Galore]

Quantitative trading is about many things; buying low and selling high, chasing momentum, capturing yield, arbitraging price imbalances — the whole lot. But time and time again, it comes back to one idea: The cross-section, the cross-section, the cross-section. Now, if you don’t spend the(...)