How to lose money trading

Hi, I'm quantymacro. A hedge fund quantitative macro trader + researcher.

With a lot of luck, I self-taught myself into receiving multiple offers from PMs in Citadel/MLP/Bluecrest/Brevan to join their pod without going through the typical grad rotations out of undergrad (my non-guide on how I did it).

I spend a lot of hours studying, reading books and papers about machine learning, quantitative finance, and portfolio optimisation, so you don't have to (but you still should).
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(yes I'm just as surprised as you are)
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Like most aspiring quants, I was also a victim of poorly curated information out there. I wish I can get back the time I spent studying cointegration, hurst exponent, regressing prices etc. This blog is my *small* attempt to improve the signal-to-noise ratio of content out there.

Honest-to-God Reviews

...has all the qualities to potentially be a good trader. if only he reads some news about the Fed instead of just reading some fake maths.


Senior Macro PM at Millennium

...very pleasant as a lunch buddy. can perform some card magic tricks as well surprisingly.



Strategist at Citadel

...love him a lot but he should get a real job with real skills.




Mom

Comments from good people, not necessarily because my writing is good


@__paleologo

ex-Director of Quant at Citadel, Head of Risk Enterprise at Millennium, Head of Risk Management at Hudson River Trading

@macrocephalopod

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@therobotjames

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Philosophy of quantymacro's Blog

This blog is not focused on backtesting random entry/exit rules, or Python snippets on how to fit complex ML models on price data. The blog focuses heavily on understanding the inner workings of quantitative methods, as well as some pitfalls that the author has fallen into. Yes, sometimes this does mean that we will go back to the basics (you probably need it). My biggest nightmare is going into a quant interview with ML in my CV and bomb a linear regression question.

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