Systematic Long Short

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How To Build A Working Crypto Value Signal
This is another crypto signal that works! I am, of course, talking about the mighty value signal, but in crypto! It is mightily easy to construct, and…
 • Systematic Long Short
A Clear Explanation To Getting Neural Networks To Actually Work In Trading
Introduction
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The Statistical Factor Model That ACTUALLY Predicts Returns
The Problems With PCA Firstly, the factors have no stable meaning. PCA extracts whatever linear combination explains the most variance. This month…
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A Very Real, Very Smart 3 Sharpe Crypto Signal That Exploits Rebalancing Algorithms
Once you understand this signal, you will go, "That totally makes sense, why didn't I think of that?!" My goal is for you to realize that when a signal…
 • Systematic Long Short
An Introductory Methodology To Trade Index Rebalance Signals
This methodology for predicting index constituent changes delivered ~1 Sharpe with 71% accuracy when tested on DAX constituents. The signal uses…
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January 2026

How To Use PCA To Actually Undercover Real Factors
You've read it somewhere, run PCA for "statistical factor analysis"; but material on this is either so shallow that it's meaningless (run pca and the…
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Your Fears Keep You Mediocre
Fear guarantees failure
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A Practical Guide To Cleaning High Frequency Data
Almost all of us will deal with tick data at some point in our careers. Even a MFT book will likely deal with tick data to transform it into some…
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How To Correctly Reason About A Market Maker
A market maker quotes bid and ask prices, earns the spread when both sides fill, and manages the inventory risk in between. Everyone that writes an…
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How To Select From A Million Features
As systematic traders, we are often working with tens of thousands of features where we need to find out what are the most predictive, uncorrelated…
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Agency Is The Last Frontier
The "it's so over" crowd could not be more wrong about the impact AI will have on the world. Competition is going to show up in a very narrow way (by a…
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A VERY NOVEL Statistical Arbitrage Technique (That Works)
If you join a statarb team, you are essentially trying to run variants of mean-reversion (MR) strategies. The catch is this that traditional MR (betting…
 • Systematic Long Short
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