oldstory
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.
Trading stuff that amateurs traders seem to care about a lot, and which are mostly ignored or seen as trivial by practitioners -
— cephalopod (@macrocephalopod) May 26, 2022
1. Stationarity / unit root tests for time series
2. Cointegration
3. Volatility forecasting
4. Exit signals
5. Stop losses