An Early Look at the Quant (h)Edge Site

Plus why you should join the discord

Mar 25 • Lago Brian

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June 2025

Trading or Gambling? A Quantitative Answer

And the rational case for bold bets regardless

Jun 1, 2025 • Lago Brian

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January 2025

Your New Best Friend in Crypto Trading

What a Backtest of Crypto Breadth Indicators Revealed

Jan 30, 2025 • Lago Brian

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When Bitcoin Zigs and Altcoins Zag, Who Leads and Who Lags?

Crypto Factor Not Bitcoin Factor May be the Catalyst

Jan 29, 2025 • Lago Brian

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Should You Buy A New Crypto Listing?

Digging for an answer through 8301 coins.

Jan 24, 2025 • Lago Brian

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October 2024

A Quanty Way To Analyze Sentiment, Momentum and Breadth in Equities

Backtesting some indicators that reveal the underlying dynamics of an equity index (code and historical S&P 500 constituents data included).

Oct 13, 2024 • Lago Brian

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September 2024

Finding Single Name Representatives of S&P 500 Sectors Using Vine Copulas

Code and Supplementary Data Included

Sep 16, 2024 • Lago Brian

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Volatility Profiles of the Most Liquid Currencies (plus NZDUSD and AUDNZD)

Supplementary data included

Sep 8, 2024 • Lago Brian

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Seasonality of Intraday Volatility in FX

A Chart Fest of the Intraday Volatility by Session and Time-of-day of 60+ Currencies

Sep 6, 2024 • Lago Brian

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FX Daily Volatility in Different Months

A Chart Fest of Daily FX Moves for over 60 Currencies in Percentage Terms

Sep 5, 2024 • Lago Brian

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August 2024

EURUSD Profile: A Statistical View of the Currency Pair

A crazy thing about writing is that you often start with a grand idea in your head and then once you’ve executed, you realize just how bland it is.

Aug 27, 2024 • Lago Brian

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A Journey to the Center of the VIX

How S&P 500 options trading activity affects the VIX figure.

Aug 12, 2024 • Lago Brian

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