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[Quant Lecture] Alpha and factor decomposition (PART I)
Statistics for algorithmic traders
Oct 27
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3
[WITH CODE] Optimization: Adaptive regret for regime-shifting markets
Why βlooking good on averageβ can be useless after a regime changeβand how shifting-experts fixes it.
Oct 20
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12
[Quant Lecture] Statistical test for trading systems
Statistics for algorithmic traders
Oct 13
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3
September 2025
[WITH CODE] Optimization: Parameter-free opt.
I'm afraid, parameter-free β 0 parameters
Sep 29
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[Quant Lecture] The Hypothesis-Testing Framework
Statistics for algorithmic traders
Sep 22
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[WITH CODE] Optimization: Robust protocol
ROP for 1 variable + 1 model + 1 parameter
Sep 15
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3
[Quant Lecture] Estimation and Quantifying Performance
Statistics for algorithmic traders (PART I+II)
Sep 8
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6
[WITH CODE] Optimization: Combinatorial Purged Cross Validation for optimization
Parameter optimization part II
Sep 1
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15
August 2025
[WITH CODE] Optimization: Walk-Forward CVCL optimization
Parameter optimization part I
Aug 22
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8
[Quant Lecture] Data Types, Structures, and Preliminary Analysis
Statistics for algorithmic traders
Aug 18
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10
[Quant Lecture] Foundations of Statistical Inference
Statistics for algorithmic traders
Aug 18
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[WITH CODE] Options: Straddles and strangles
Strategies with options Part III
Aug 15
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