This is a summary of links recently featured on Quantocracy as of Monday, 07/06/2026. To see our most recent links, visit the Quant Mashup. Read on readers!
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Building the Market Effect Mini-Portfolio [TradeQuantiX]Up until now we have explored four small market effects, and developed five systems from those explorations. Each of the effects were researched to characterize what makes them a better or worse trade, and what features are stable over time. None of these systems we developed as part of this series are amazing on their own. And nobody should go out of their way to allocate hard-earned portfolio
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Quantitativo weekly [Quantitativo]I constantly see people rise in life who are not the smartest, sometimes not even the most diligent, but they are learning machines. Charlie Munger. As I mentioned in the piece Two years of Quantitativo, the newsletter went paid. In order to continue contributing to the broader community, I decided to share quick summaries of the recent papers Ive read over the past few weeks. These
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The Market Impact of Retail Options Trading [Relative Value Arbitrage]Retail trading, especially in the options market, which has traditionally been the domain of institutional traders, has received relatively little attention. However, with the rapid growth of educational content, AI, social media, and commission-free trading platforms, this is no longer the case. Today, retail investors account for a significant share of options market volume and are changing