Quant Mashup - Quant Galore

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(...)