Recent content by wintermute0

Collective2 is one. But why would you want to rent a strategy in the first place? There’s no alpha there and the entire algo-selling industry is a big scam. I can guarantee you they will not provide better risk adjusted returns than the market after renting fees.

Trade around rate changes and monetary policy. Also maybe you could trade around yield curve shenagians.

T-bills go up and down just like any other asset. The yield of a T-bill is the coupon divided by the spot price. The market does not allow the fixing of prices. Despite this, many a government have tried (and failed).

I work as a quantitative developer and honestly, retail traders shouldn’t be using algo trading in the first place. It’s simply too time-consuming and difficult to do. As a retail trader, constructing actual alpha factors appropriate for retail is almost impossible. Many retail traders could...

Thanks guys! I was aware of the Kelly criterion but not the fractional one. Seems very similar to mine except it's trading off between risky and risk-free instead of adjusting leverage which comes out to: (r - rf) / var Wish I knew this before I wrote it but maybe I can slip it into part 2 so I...

Hi, this is my first post. I'm an aspiring quant and finished my first blog post (part 1): https://smabie.github.io/posts/2019/10/04/vol.html I was motivated to write this post by what I felt was unsound advice cautioning individuals from investing in leveraged index ETFs. I'm currently...