Forem

# quant

Posts

đź‘‹ Sign in for the ability to sort posts by relevant, latest, or top.
Trading fee calculator that shows costs in R (units of risk)

Trading fee calculator that shows costs in R (units of risk)

Comments
3 min read
I Backtested 96 SPY Put Credit Spread Strategies - Here's the Bug Log

I Backtested 96 SPY Put Credit Spread Strategies - Here's the Bug Log

Comments
6 min read
The 0.42% Bar: A Passive Yield Benchmark for Every Crypto Trading Bot (April 2026)

The 0.42% Bar: A Passive Yield Benchmark for Every Crypto Trading Bot (April 2026)

Comments
6 min read
I Backtested My Own GEX Product Across 8 Years of SPY. Most of It Is Just VIX.

I Backtested My Own GEX Product Across 8 Years of SPY. Most of It Is Just VIX.

Comments
8 min read
Reading market crises before they happen: the Macro & Geopolitical Risk Index

Reading market crises before they happen: the Macro & Geopolitical Risk Index

Comments
4 min read
Black-Scholes on Polymarket: Finding Mispriced Binary Events with Python

Black-Scholes on Polymarket: Finding Mispriced Binary Events with Python

Comments
10 min read
Canadian NI 31-103 for solo crypto-quant devs: what you can and can't build without registration

Canadian NI 31-103 for solo crypto-quant devs: what you can and can't build without registration

Comments
9 min read
Why the 50-Day WMA Dominates: A Quantitative Risk-Return Analysis in Python

Why the 50-Day WMA Dominates: A Quantitative Risk-Return Analysis in Python

1
Comments
10 min read
Filtering Market Noise: A Python Guide to Multi-Window SMA Strategies

Filtering Market Noise: A Python Guide to Multi-Window SMA Strategies

1
Comments
10 min read
Volatility Clustering with Merton-Hawkes Jump-Diffusion Simulations in Python

Volatility Clustering with Merton-Hawkes Jump-Diffusion Simulations in Python

1
Comments
11 min read
Forecasting Volatility with ARCH Models: Capturing Clusters in Python

Forecasting Volatility with ARCH Models: Capturing Clusters in Python

Comments
10 min read
Adaptive Local Linear Regression for Short-Term Trend Following in Growth Stocks

Adaptive Local Linear Regression for Short-Term Trend Following in Growth Stocks

Comments
10 min read
Hybrid ML Market Regime Detection in Python: SPY, IWM, HYG, LQD and VIX

Hybrid ML Market Regime Detection in Python: SPY, IWM, HYG, LQD and VIX

Comments
10 min read
Visualizing Expected Stock Price Movement with Python and Volatility Cones

Visualizing Expected Stock Price Movement with Python and Volatility Cones

1
Comments
9 min read
Simulating Volatility Clustering with Hawkes-Enhanced Jump Diffusion in Python

Simulating Volatility Clustering with Hawkes-Enhanced Jump Diffusion in Python

1
Comments
7 min read
đź‘‹ Sign in for the ability to sort posts by relevant, latest, or top.