Articles published
10
Primary sources
40+
Focus
Quant due diligence
How to Evaluate a Copy Trading Strategy Before You Follow It
A practical framework for judging copy-trading strategies using live track record quality, drawdown, position behaviour, and platform disclosures rather than headline return alone.
Archive
What Sharpe Ratio Can and Cannot Tell You About a Trading Strategy
Sharpe ratio is useful as a comparison tool, but only when paired with track record length, drawdown, and implementation context.
Why Maximum Drawdown Deserves More Attention Than a Pretty Equity Curve
Maximum drawdown captures the depth of pain an investor would actually have to sit through, making it one of the most practical strategy risk measures.
Backtest Overfitting: Why the Best Historical Strategy Often Fails Live
The more parameters, variants, and data-mining passes you run, the easier it becomes to discover a strategy that looks great in-sample and disappoints out-of-sample.
Deflated Sharpe Ratio: A Better Test for Quant Strategy Credibility
Deflated Sharpe Ratio adjusts for multiple testing and non-normal returns, making it a stronger credibility check than a raw Sharpe number.
What Time-Series Momentum Actually Says and What It Does Not
Trend-following evidence is real in the literature, but implementation details, asset universe, scaling, and regime changes matter more than the buzzword.
Volatility Targeting Is Risk Shaping, Not Magic Alpha
Scaling exposure to recent volatility can improve risk-adjusted outcomes in some settings, but it does not turn a weak signal into a strong one.
Gross Alpha Is Not Deployable Alpha: Trading Costs, Turnover, and Market Impact
A strategy that looks attractive before costs can deteriorate quickly once commissions, spreads, slippage, and market impact are included.
Diversification and Rebalancing Help, but They Do Not Repair a Broken Strategy
Diversification can improve portfolio behaviour, but it does not excuse weak edges, hidden correlation, or poor execution assumptions.
Crypto Execution Quality: Liquidity, Slippage, and Why Venue Choice Matters
In crypto markets, spread, depth, and venue design materially affect live results. A strategy that ignores microstructure is easier to sell than to execute.