2023-11-05A Sonnet of Intraday High-Frequency Stock Volatility: Measurement and DecompositionQuantitative Trading
2023-10-23A New Branch of Price-Volume Factors: An Introduction to Idiosyncratic Risk FactorsQuantitative Trading
2023-09-25Climbing Alone to the Top Floor, Gazing to the End of the World: Why I Chose Quantitative TradingReflections / Quantitative Trading
2026-04-22Convertible Bond Quant Strategy: Alpha Selection, CCB Pricing, and Futures HedgingQuantitative Trading
2026-04-07The Rise and Fall of an Obscure On-Chain LP Strategy: Clouds Break, the Moon Appears, and Flowers Cast ShadowsQuantitative Trading
2026-01-2210,000x Faster: The Ultimate High-Performance Normal Integration Solution, with CodeData 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