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2024-04-27

Neural Networks and Cross-Sectional Asset Pricing: The Art of Priors

Quantitative Trading

2024-04-18

Winning by Orthodoxy and Surprise: A Forward Look at Alternative Factor Mining

Quantitative Trading

2024-04-12

Evaluation Metrics for Quantitative Models and Portfolios

Quantitative Trading

2024-03-18

Portfolio Optimization for Long-Only Multi-Factor Equity Strategies

Quantitative Trading

2024-02-23

Behavioral Finance in Factor Investing: From Positional Warfare to Psychological Warfare

Quantitative Trading

2024-01-29

On the Infrastructure and Technology Stack Behind a Static Blog

Information Technology

2024-01-28

SHAP: The Theoretically Optimal Machine Learning Explanation Algorithm

Data Science

2024-01-20

Risk Models for Alpha Strategies: The Silent Foundation

Quantitative Trading

2024-01-12

Quant4.0 (IV): System Integration and a Simplified Multi-Factor Quant Framework

Quantitative Trading

2024-01-08

Phase One Quant Work Summary and Outlook for 2023

Reflections / Quantitative Trading

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YK

YK

Quant

Shanghai, China

Posts

55

Categories

4

Categories

  • Data Science14
  • Information Technology5
  • Quantitative Trading37
  • Reflections6

Recents

2026-04-22

Convertible Bond Quant Strategy: Alpha Selection, CCB Pricing, and Futures Hedging

Quantitative Trading

2026-04-22

AMM Quant Deep Dive 02: A Derivatives Pricing Model for Uniswap V3

Quantitative Trading

2026-04-07

The Rise and Fall of an Obscure On-Chain LP Strategy: Clouds Break, the Moon Appears, and Flowers Cast Shadows

Quantitative Trading

2026-01-22

10,000x Faster: The Ultimate High-Performance Normal Integration Solution, with Code

Data Science / Quantitative Trading

2025-12-07

[AMM Quant Deep Dive 01] Understanding the Economic Essence of AMMs: From Impermanent Loss (IL) to Loss-Versus-Rebalancing (LVR)

Quantitative Trading

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