The Anatomy of Bear Markets
A data-driven analysis of every bear market, correction, and drawdown in SPY since 1996 — durations, depths, recovery …
Read more →
The Hedge Ratio Should Never Be Static
Why a static hedge ratio breaks pairs trading strategies, and how to implement a rolling OLS regression in Python to …
Read more →
Spread Trading with Z-Score
How to build a pairs trading strategy using z-score to detect mean-reverting mispricings between correlated stocks like …
Read more →
SPY Seasonality Revealed
A data-driven look at SPY's recurring seasonal patterns, which months historically outperform and how to trade them …
Read more →
The Hidden Patterns of Seasonal Trading
Markets are noisy, but some patterns quietly repeat every year. Learn how to find and trade seasonal effects using …
Read more →
Adjusted vs. Unadjusted Prices: The Backtest
See how using unadjusted prices in a backtest silently distorts your results with a concrete Python example on Microsoft …
Read more →
Adjusted vs. Unadjusted Prices: The Hidden Trap
Adjusted and unadjusted stock prices look similar but can make or break your backtest. Learn the difference and when to …
Read more →
Building Walk-Forward Date Splits for Backtesting
How to generate walk-forward date splits in Python to properly backtest trading strategies across changing market …
Read more →
Welcome to The Quantitative Edge
Why a PhD physicist turned quant trader and what The Quantitative Edge is all about: systematic options trading, Python, …
Read more →