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what would be interesting though, but much more of a niche, would be if some successful quant traders did an in-depth review of some "alpha" or strategy they ra
by gricardo99 9y ago
what would be interesting though, but much more of a niche, would be if some successful quant traders did an in-depth review of some "alpha" or strategy they ran some time ago, which is no longer profitable. They could discuss their tools, analysis , trading metrics, performance, and some discussion of why the strategy stopped working.
It would give a good window into the work-flow and skills required to do this successfully. Even if it's retrospective, going back a few years.
- rfrank 9y agoA friend of mine kinda does this, a lot of the content on his site is comparable to what you're describing. http://www.verticalsolutions.com/papers.html http://www.verticalsolutions.com/papers.html