VertoxQuant publishes applied quantitative trading research, covering information content of price moves, volume-time sampling versus clock-based bars, and market microstructure strategies. Readers get concrete methods and reasoning about backtesting assumptions, though the sample also includes promotional notices for a separate contest.
Website: https://www.vertoxquant.com
An independent research newsletter that works through academic papers on market structure, quantitative and systematic trading, with the formulas and worked numerical examples. Readers get critical readings of recent finance research on commodity currencies, prediction markets and options pricing.
Research-driven posts on quantitative trading, covering volatility, alternative data, and systematic strategy infrastructure, often with code to replicate results. It also includes updates on the author's Alphanume data platform and consulting services.
A public journal documenting the development and testing of rules-based BTC perpetual futures trading systems, including setups, risk measurement and experiment design. Readers get a transparent, first-person account of the trader's rules, mistakes and results.
A working quant trader writes informal, first-person explorations of modeling problems such as diagnosing ML and linear regression models and turning discretionary crypto views into quantitative portfolios. Readers get practical, exploratory thinking from practice rather than prescriptive guides.
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