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2024

2024-01-05

Stock Market Fund-Flow Factors from Tick-by-Tick Trade Data: A Long Road Still Ahead

Quantitative Trading

2023

2023-12-31

Quant 4.0 (III): Explainable AI, Knowledge-Driven AI, and Quantitative Research

Quantitative Trading

2023-12-30

Quant 4.0 (II): Automated AI and Quantitative Research

Quantitative Trading

2023-12-13

Quant 4.0 (I): An Introduction to Quantitative Investment, from 1.0 to 4.0

Quantitative Trading

2023-12-12

Why Live Trading Underperforms Backtests: Detecting Backtest Overfitting from Multiple Testing

Quantitative Trading

2023-12-12

Volume Factors: Turnover and Illiquidity

Quantitative Trading

2023-12-03

Momentum and Reversal Together: Two Unified Frameworks for Trend Factors

Quantitative Trading

2023-12-02

Three Measures of Correlation: From Linear to Nonlinear

Data Science

2023-11-26

The Interweaving of Price and Volume in Factor Investing: A Complete Guide to Price-Volume Relationships

Quantitative Trading

2023-11-06

Low-Risk Anomalies: Properties, Causes, and Low-Volatility Factor Construction

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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