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A quantitative finance newsletter by a former head of quant research, offering practical lessons on building research teams and tooling, plus technical walkthroughs of learning-to-rank models and high-frequency alpha features. Readers get code-backed, practitioner-level detail on statistical arbitrage and trading research.
The newsletter walks through quantitative trading strategies with worked implementations, such as a triangulated statistical arbitrage model and a momentum paper replication. It also shares decision-making ideas for avoiding self-deception when testing trading models.
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