This is a summary of links recently featured on Quantocracy as of Monday, 03/16/2026. To see our most recent links, visit the Quant Mashup. Read on readers!
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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 inaccessible. In practice, most successful candidates do not "have everything." They are
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Anomaly-Based Trading Strategies in the Real Estate Sector. Can the Market Be Beaten? [Quantpedia]This study examines the effectiveness of several anomaly-based trading strategies applied to the real estate sector represented by the RlEst index from the FamaFrench 48 industry portfolios. Using monthly data from July 1, 1926, to December 1, 2025, we analyze whether selected strategies are capable of generating superior risk-adjusted returns compared to both the standalone RlEst index and the
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Brave New Backtest [Edge Alchemy]My last two articles on AI and trading research got more engagement than almost anything Ive written. More of the Disease, Faster argued that LLMs cant answer the critical question: who pays you and why? AI Will Create Millions of Quants went deeper on the why: AI makes beautiful backtests trivially easy to produce, which means more false discoveries, more overfitting dressed up
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The One Euro Filter [Financial Hacker]Whenever John Ehlers writes about a new indicator, I crack it open and wire it straight into C for the Zorro platform. Or rather, I let ChatGPT do most of the work. The One Euro Filter is a minimalistic, yet surprisingly effective low-latency smoother that reacts instantly to volatility with less lag of the usual adaptive averages. This is achieved by dynamically adapting its time period. This is