The Quant Edge
Trading is neither art nor science, but craftsmanship in chasing endless liquidity swings.
Who I am
I am a full-time external quantitative portfolio manager (Phd in Mathematical Economics) for hedge funds (quantitative and crypto-native) & asset managers, trading across all asset classes, of which cryptos. This Substack gives you access to my trading room: 15 hours a day, 7 days a week, all year long.
I am not posting lengthy comments about economics, mathematics and theoretical thoughts: I am delivering (i) actionable trades (from ~3-day to ~60-day holding period) packaged into readily investible portfolios and (ii) “weaponized” data points.
1. The value proposition
Robust actionable investment research is mainly accessible to professional investors and commands a high price. My aim is to democratize this. I will not share my I.P. but I will share some of its output for my directional strategies only (market neutral strategies do not lend themselves to this kind of published research as they are harder to execute).
Trading is brutal, demanding. Loneliness is the rule. I am trying to build a community of people who believe there is value in not being isolated and in enriching their views with output from battle-tested quant processes. Sometimes I go wrong. P&L is published daily, it is easy to visualize when this happens.
2. The product
I am posting on a daily basis (twice or more), 7 days a week, all year long.
2.1. Paid subscribers get access to:
(1) Full ETFs long-only program with sizing and updated P&L.
(2) Full Cross-Assets (currencies, commodities, equity, fixed income, cryptos) program with sizing and updated P&L.
For both programs, signals are based upon a multi-kernel program aggregating thousands of time series and hundreds of “bots”. Subscribers can replicate each portoflio or cherry-pick their preferred instruments.
(4) I also post what I call “weaponized” data - i.e. data giving valuable investment insight - on a less regular basis.
(5) I post alerts & intra-day higher-velocity trade-ideas (mostly on a 4-hour bar chart time frame that allows for multi-days holding period). I focus on multi-day holding periods and the above programs as such trades are more adapted to most investors / traders who want to save on execution costs and are not in front of their screens full time.
2.2. Free subscribers get access to:
(1) a short abstract from the (i) ETFs long-only and (ii) full Cross-Assets (currencies, commodities, equity, fixed income, cryptos) programs, emphasizing some key trades currently running (without position sizing) 2 times a week;
(2) a limited number of higher-velocity trade-ideas and “weaponized” data.
(3) some quant tricks, technics and articles / books reviews useful for your own trading that I personally use.