Quant Mashup - Quantt

Lazy Prices, Lazy Investors - and the 22% Alpha Hidden in 10-Ks That Nobody Reads [Quantt]

Cohen, Malloy and Nguyen's Lazy Prices paper found that small year-on-year changes in 10-K filings predict large negative returns. Here is what the paper actually says, and how Snowflake Cortex AI and Semantic Views collapse the original eight-year engineering pipeline into an afternoon's(...)

Selling Volatility: The Most Seductive Backtest in Finance [Quantt]

Here is a strategy with a thirty-year track record. Sell one-month at-the-money put options on the S&P 500, collateralised by Treasury bills. Roll monthly. That is the entire strategy. The CBOE PutWrite Index (PUT) tracks exactly this approach. From June 1986 through December 2018, it returned(...)

Landing Your First Role - Breaking Into Quant Finance [Quantt]

Why Breaking In Feels So Hard (and Why It Is Still Achievable) If you are trying to get your first role in quantitative finance, you have probably noticed two things: Job descriptions often look intimidating Everyone online seems to have a PhD, a perfect CV, or both That can make the whole path feel(...)

New Contributor: Scaling Python Financial Models on AWS [Quantt]

How to take a Python financial model from running 150 scenarios in a Lambda function to processing over a million using AWS Step Functions, Batch, and Fargate — without managing a single server. From Laptop to a Million Scenarios You've built a financial model in Python. It runs beautifully(...)