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🚀 New Free Tool for Quant Investing Research We’ve just launched a free web tool to help investors, researchers, and students explore the fascinating world of factor investing. Track the long-term performance of Momentum, Value, Volatility, and more—no coding or database

When Alpha Can Mislead — And What to Look at Instead In finance, we often evaluate a strategy’s performance using its annualized alpha, the amount it outperforms (or underperforms) the market after adjusting for risk. But here's the catch: alpha is usually presented as a single

Here's a quick snapshot of my recent podcast with Johnatan Giammo. In just 20 minutes, I walk through the rationale, trading rules, and empirical results behind one of our most successful research papers with Andrea Barbon and Andrew Aziz . The interview is in Italian, but

Understanding the dynamics of market volatility is a fundamental aspect of risk management and effective volatility trading. One well-known “stylized fact” in financial markets is that realized volatility tends to revert to its mean over time. But how can we visualize this

Edge or Randomness? When backtesting a trading strategy we usually rely on many statistical methods to infer if the backtested results deviate significantly from randomness. For some strategies, especially those that rely on short-term timing signals with most days in cash, it

We’re glad to share that our paper “Beat the Market: An Effective Intraday Momentum Strategy for the S&P 500 ETF (SPY)”, co-authored with prof Barbon and Andrew Aziz , has been selected as the 4th best paper in the Radovan Vojtko - CEO of Quantpedia.com Awards 2025! A big thank you to the Quantpedia

Glad to see our paper “Does Trend Following Still Work on Stocks?” featured on The Meb Faber Show during a recent interview with our co-author Cole Wilcox Links to the episode are in the attached post.