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Python for Quant (96)
- Microsoft RD-Agent: 4 Agents Automate Factor Mining（2026-04-30）
- 2026 Hermes Agent Live Test: From Install Fail to Eureka vs OpenClaw（2026-04-13）
- Optimizing Quant Data Pipelines: DB Design for Factors & Intraday Bars（2025-05-13）
- Day 2: Deploying ClickHouse for Quant Data Storage（2025-05-11）
- 21-Day AI Quant Build: Data Pipeline with Redis & Tushare（2025-05-10）
- Numpy Structured Arrays for Tabular Data in Quant Finance（2025-03-19）
- NumPy Core Syntax: Arrays, Indexing, and Quant Preprocessing（2025-03-18）
- Numpy and Pandas: The Native Language of Quant Developers（2025-03-08）
- How to Get 75M Free Tokens Daily for OpenClaw（2026-04-11）
- LOF Arbitrage: Pricing, Engineering, and Code（2026-01-24）
- Pandas 3.0: The Arrow-Native Revolution for Quantitative Finance（2026-01-19）
- FastHTML: The 2026 Frontend Standard for Quant Systems（2026-01-11）
- 2026 Quant Infra: SQLite + sqlite-utils for High-Concurrency Trading（2026-01-01）
- UV & Pydantic 2.0: The 2026 Python Engineering Foundation for Quant Systems（2025-12-23）
- Static vs Dynamic Adjustments: Why Your Factors Fail（2025-11-21）
- AI for Quants: Beyond Coding to Autonomous Trading Teams（2025-08-05）
- Fixing Quantstats: Backtest Bugs, Overfitting, and Recovery（2025-07-23）
- Python 3.14: Free Threading, Numpy 2.3, and the Rust Revolution（2025-07-15）
- Quantstats Reloaded: Fixing Python 3.12 Compatibility（2025-06-16）
- Build a 10x Faster QMT Real-Time Data System with Multi-Client Support（2025-06-15）
- Fixing A-Share Data: Limit Prices, ST Status, and Adjustments（2025-06-03）
- Automating Daily Data Ingestion for Quant Systems（2025-06-01）
- SQEP Performance: JSON vs CSV and Batch Size Tuning（2025-05-18）
- SQEP & Symbol Encoding: 21-Day AI Quant Performance Test（2025-05-18）
- How to Store 1B Symbols: SQEP Protocol & Encoding Benchmarks（2025-05-14）
- DuckDB RETURNING Clause: The Hidden Foreign Key Trap（2025-05-14）
- How I Built a Complex Quant Project with Augment AI（2025-04-21）
- Pandas Styler & Plotting: Data Visualization for Quants（2025-04-03）
- Pandas Essentials: Datetime & String Ops for Quant Data（2025-04-02）
- Pandas Core Syntax 5: Data Preprocessing & High-Performance IO（2025-04-01）
- Pandas for Quant: Logic, Grouping, Indexing, and Stats（2025-03-31）
- Pandas Core Syntax Part 3: DataFrame Creation, Merging, and Manipulation（2025-03-30）
- Pandas Series Essentials: Indexing, Alignment, and Ranking（2025-03-29）
- Pandas Core Syntax for Quant: Series, Indexing, and Financial Data（2025-03-28）
- NumPy Masked Arrays & ufuncs: Vectorized Quant Finance（2025-03-24）
- NumPy Date/Time and String Ops for Quant Data（2025-03-23）
- NumPy for Quant: Random Sampling, RNG, and IO（2025-03-22）
- NumPy Core Syntax 3: Type Conversion, Typing, and NaN Handling（2025-03-09）
- ta-lib v0.6.1: A 17-Year Update for Quant Developers（2024-12-31）
- AI’s Awakening: 70 Years of Machine Learning’s Turbulent Rise（2024-11-23）
- Python 3.13 Released: Free Threading, JIT, and REPL（2024-10-24）
- Pandas: Counting Consecutive Daily Limits in China A-Shares（2024-10-23）
- QuanTide Weekly: Hedge Funds Cut Positions, Flag Pattern Detection（2024-10-20）
- Low Volume, Low Price? Backtesting Shanghai Index Data（2024-10-13）
- Numpy Quant: Median Clipping, VWAP, Rolling MDD（2024-10-13）
- Sharpe 12.8%: Arbitrage Pricing Theory in Practice（2024-09-29）
- QuanTide Weekly: China Market Updates & Numpy Quant Techniques（2024-09-22）
- QuanTide Weekly: Market Lows, Fed Decision, and Numpy for Quants（2024-09-15）
- QuanTide Weekly: Macro Signals, Factor Papers, and NumPy Core（2024-09-08）
- FFT for Stock Prediction: Decoding Market Cycles（2024-09-01）
- Efficient Quant Coding: Mask Arrays and find_runs for Streak Detection（2024-08-25）
- Mastering Pandas MultiIndex for Quant Factor Analysis（2024-08-25）
- DuckDB 1.0: A Milestone for Local Data Analytics（2024-08-16）
- Connecting Home Servers from Starbucks Over IPv6（2024-07-29）
- Top 6 Color Palette Tools for Web Designers（2024-07-28）
- Mastering Alphalens: 12 Parameters for Factor Analysis（2024-07-26）
- 8 IPython Tricks You Probably Don't Know（2024-07-16）
- Pandas Tricks: Monthly Alignment and Top-N Selection（2024-07-15）
- Don't Fly Solo: How Quants Use AI Tools（2024-04-19）
- Labeling 20K Market Bars to Train ML for Tops and Bottoms（2024-04-18）
- How to Search Stock Codes by Pinyin Initials in Python（2024-03-24）
- QMT Adjustment Factor Too Slow? 100x Faster Vectorized Method（2024-03-10）
- How Quants Use Jupyter: JupySQL Queries & Faster EDA（2024-03-05）
- How Quants Can Master Jupyter: Magics and VS Code Tips (Part 1)（2024-03-04）
- Why Every Quant Should Use DuckDB（2024-02-01）
- Give Pandas a Partner: Query DataFrames with SQL & DuckDB（2024-01-29）
- Python Best Practices for Quant Researchers: Code Quality（2024-01-18）
- How to Set Environment Variables in Jupyter Notebook?（2024-01-14）
- 2024 Guide: Monetize Free Static Blogs with MkDocs（2024-01-01）
- Poetry: Python Project Management and Semantic Versioning（2023-12-26）
- Genetic Algorithms in Quantitative Trading（2023-12-20）
- Brilliant Code in Just a Few Lines（2023-12-19）
- How to Normalize Factors for Deep Learning Strategies（2023-12-16）
- How to Restart MiniQMT Without Manual Login（2023-12-14）
- Why Python? The Case for Quantitative Finance（2023-12-13）
- Chapter 2: Setting Up Your Python Quant Dev Environment（2023-12-13）
- Chapter 3: Setting Up Python Virtual Environments（2023-12-13）
- Standard Python Project Layout & Automated Generation（2023-12-13）
- 10x Coding: AI, Type Hints, and Linting for Python（2023-12-13）
- Chapter 7: Python Unit Testing with Pytest and Mock（2023-12-13）
- Git Version Control Best Practices for Quant Devs（2023-12-13）
- Chapter 9: Continuous Integration & Automation with GitHub Actions（2023-12-13）
- Writing Technical Docs: Sphinx vs MkDocs（2023-12-13）
- Packaging and Publishing Python Applications（2023-12-13）
- Scaling and Normalization in Quant Strategies: Beyond ML（2023-12-13）
- Mastering Matplotlib GridSpec: Advanced Layouts and Subplots（2023-12-13）
- Mastering Matplotlib Layouts: Subgridspec and Mosaic（2023-12-13）
- Using Q-Q Plots for Statistical Inference（2023-12-13）
- Dash Web Apps: Routing, Auth, and Pitfalls（2023-07-22）
- Pandas Performance: Memory & Speed Hacks for Quant Data（2025-04-05）
- Pandas Alternatives: Modin, Polars, Dask for Quant Data（2025-04-05）
- Pandas for Quant: Alphalens Data Prep & TDX Rolling Functions（2025-04-04）
- Numpy Vectorization in Quant: Outlier Clipping, Rolling MDD, and Adaptive Signals（2025-03-27）
- Vectorize Linear Regression: 100x Speedup with Numpy（2025-03-26）
- Numpy Vectorization for Quant: Counting Consecutive Runs（2025-03-25）
- OpenBB Tutorial: Free Global Market Data Access（2024-08-13）
Factor Strategies (86)
- Z-Transformed MA: Why a 12-Year-Old Strategy Still Beats the Market（2025-07-16）
- Factor Analysis & ML Strategy: Course Guide（2024-08-28）
- Mining CSI Index Constituents for Quant Edge（2024-08-06）
- Numpy & Pandas for Quant: Essential Data Processing（2024-04-24）
- CSI 1000 Bottom-Fishing: How a 10-to-1 Payoff Emerges（2024-04-08）
- Delivery-Day Curse: Why A-Shares Fell on March 27（2024-03-27）
- Factor Investing FAQ: From CAPM to Multi-Factor Models（2026-10-08）
- Factor Preprocessing FAQ: Outliers, Missing Values, Standardization, Neutralization（2026-10-08）
- Factor Testing FAQ: Regression, IC, and Layered Backtests（2026-10-08）
- Can Outsiders Profit From Insider Trading?（2026-09-09）
- LOF Arbitrage: Pricing, Engineering, and Code（2026-01-24）
- Quant Factor Investing: Core Logic, Neutralization, and Alpha（2026-01-16）
- Quantum Computing: Reshaping Quant Finance Beyond the Flash Crash（2026-01-13）
- LuoShu Investment: A Priori Factors and Volatility-Equal Weighting（2026-01-12）
- IPO Lottery: 5 Quant Strategies for Retail Investors（2025-12-18）
- Moonshot Is All You Need: Finalizing a High-Sharpe Dividend Strategy（2025-11-09）
- Political Alpha: Quantifying Congressional Trading Patterns（2025-11-03）
- ESG Factor Investing: Data Sourcing & Quant Implementation（2025-10-22）
- AI-Powered Mispriced Options: Skew Trading Without Code（2025-10-17）
- Alligator Indicator: Trend Following with AO, Fractals, and MACD（2025-10-13）
- Smart Money Concepts: A Price Action Strategy for Quant Traders?（2025-10-04）
- PEPE’s Warning: How High Can the Market Go?（2025-08-26）
- Arithmetic vs. Geometric Mean: Why QuantStats’ compsum Reveals the Truth（2025-08-02）
- Fixing Quantstats: Backtest Bugs, Overfitting, and Recovery（2025-07-23）
- Can Reinforcement Learning Evolve Trading Wisdom?（2025-06-25）
- Quantstats Reloaded: Fixing Python 3.12 Compatibility（2025-06-16）
- Is an 85% Accurate ML Model a Money Printer?（2024-12-06）
- Word-Count Factor: News Sentiment via TF-IDF（2024-12-04）
- Best Day to Buy Stocks: Sharpe 22.5 on Friday!（2024-11-24）
- CSI 1000 Bottom-Fishing: 95% Win Rate on Sharp Drawdowns（2024-11-20）
- Max Volume Factor: Mining Alpha via Smart Money Footprints（2024-11-13）
- Rocket Science for Trading: Derivatives Detect Elliott Waves & Factor Alpha（2024-11-05）
- Quantide Weekly: UO Indicator & FFT Factor Insights（2024-11-03）
- Larry Williams’ Ultimate Oscillator: A 10x Quant Strategy（2024-10-29）
- Quantide Weekly: Washout Detection via Numpy（2024-10-27）
- Why PE Fails as a Quant Factor: A Noise-Reduction Approach（2024-10-25）
- Rescuing CCI: Factor Purification Reveals a Powerful Technical Signal（2024-10-25）
- Factor 42: 17.6% Annualized, 10x in 15 Years（2024-10-18）
- A-Share Valuation: PE Percentiles vs. The Low-PE Trap（2024-09-16）
- How to Land a Citadel Quant Role via Datathon（2024-08-11）
- First Movers: Why Early Earnings Announcements Signal Alpha（2024-08-08）
- Second-Derivative Momentum Factor: 61% Annualized Alpha on China A-Shares（2024-08-03）
- RSI Mean Reversion: Validating a Quantitative Trading Strategy（2024-07-22）
- Loss vs. Metrics: Why MAPE Fails as XGBoost Objective（2024-07-16）
- XGBoost Portfolio Strategy: Basic Framework Explained（2024-07-15）
- 5-Minute ORB on Hot Stocks: 36% Annualized Alpha（2024-06-15）
- How to Detect Violent Washout Patterns Quantitatively（2024-05-17）
- Why RSI Top Divergence Happens: A Multi-Timeframe Hypothesis（2024-04-25）
- Predicting Market Tops and Bottoms with XGBoost（2024-04-23）
- Low-Volatility Factor Rises in Importance After New Rules（2024-04-22）
- Labeling 20K Market Bars to Train ML for Tops and Bottoms（2024-04-18）
- Fung & Hsieh 7-Factor Model: Beyond Market, Size and Momentum（2024-03-26）
- How Decimalization Changed Spreads and Strategy（2024-01-26）
- Left-Digit Effect: Round Numbers and Price Refraction（2024-01-24）
- Dragon-Phoenix Mania: Detecting Name Hype With Quant Methods（2024-01-23）
- China Private Quant Strategies Roundup: Early 2024（2024-01-14）
- Alphalens Factor Analysis (4): Information Coefficient（2024-01-12）
- Alphalens Factor Analysis: Why Your Alpha Calculation Is Wrong（2024-01-11）
- Alphalens Factor Analysis (2): Low Turnover Returns（2024-01-10）
- Alphalens Factor Analysis: Low-Turnover Factor Example (1)（2024-01-09）
- Z-Score Factor: Signals, Limits, and Mean Reversion（2024-01-04）
- Conners RSI: My Top Indicator Discovery of the Year（2023-12-29）
- Herd Behavior in China A-Shares and How to Factorize It（2023-12-28）
- Regret-Aversion Factor Hits 5.5 Sharpe in A-Shares（2023-12-26）
- Santa Claus Rally: History, Causes and Exceptions（2023-12-25）
- Building the Net-High-NL Factor for Sector Trends（2023-12-24）
- Teams vs. Coins Factor: Sports Betting Meets Asset Pricing（2023-12-23）
- Genetic Algorithms in Quantitative Trading（2023-12-20）
- How to Normalize Factors for Deep Learning Strategies（2023-12-16）
- CAPM: Theory, Beta Calculation, and Python Implementation（2023-12-13）
- Why Peak Detection Fails in Live Trading: A Look at SciPy（2021-11-14）
- AI Threatens ECDSA; WorldQuant Championship Hits 156K（2026-10-10）
- US Jobs Miss, AI Twins, and Quant Research: Asset Growth Anomaly（2026-10-03）
- Optiver AI Contest Evaluates Real-Time Earnings Reaction（2026-10-01）
- US Yields Break 5%, AI Chaos: A Quant's Guide to Unpredictable Markets（2026-09-27）
- Jev Model Enters Quant World: 56GB China A-Share Dataset（2026-09-26）
- Quantide Loop 2026-09-21: Kimi 3.1 Rumors, AQR on HFT & EMH（2026-09-21）
- Quantide Loop: Step 5 MoE, SHFE Options, and AQR Factor Insights（2026-09-20）
- Can LLMs Trade? Three Experiments on Principles（2026-09-14）
- ESG Long-Short Strategy: Does High ESG Score Mean Alpha? (With Backtest Code)（2025-10-26）
- A-Share Slope Momentum Factor: 10-Day Regression Backtest（2024-08-02）
- After 6 Limit-Ups: Finding the Next Winner With Correlation（2024-03-07）
- Modern Portfolio Theory: Basics, Efficient Frontier, and Sharpe Calculation（2023-12-13）
- Portfolio Theory & Practice (2): Monte Carlo Optimization（2023-12-13）
- Portfolio Optimization: Convex Optimization for Efficient Frontiers（2023-12-13）
- Portfolio Theory & Practice (4): PyPortfolioOpt Toolkit（2023-12-13）
Developer Productivity (61)
Machine Learning & LLM (43)
Algorithms & HFT (40)
- 31k-Star Open Source: Turning Market Noise into Systematic Decisions（2026-04-23）
- 20 Months of Self-Taught Quant: From Retail to Probabilities（2026-04-17）
- The Sound of Risk: Acoustic Signals for Volatility Forecasting（2026-04-17）
- TCN for Quant: Clearer Time-Series Deconstruction（2026-03-30）
- Why Causal Convolution for Quant? Avoiding Look-Ahead Bias（2026-03-27）
- Supervised vs. Reinforcement Learning: AI Trading Strategies（2026-03-23）
- LOF Arbitrage: Pricing, Engineering, and Code（2026-01-24）
- Tushare vs East Money: The Hidden Bias in Daily Returns（2025-11-24）
- AI-Powered Mispriced Options: Skew Trading Without Code（2025-10-17）
- China Customs Probe: The End of the Hardware Race in HFT（2025-10-11）
- XGBoost Time-Series Attribution: Diagnosing Outages（2025-09-20）
- PDF Is All You Need (3): From Galton Board to Expected Value（2025-08-08）
- Probability Theory Axiomatized: From Gambling to Kolmogorov（2025-07-31）
- Quant Interview Trap: Probability of Random Points on a Circle（2025-07-24）
- LLT Strategy Backtest: 25% Annualized or Fatal Flaws?（2025-07-21）
- Monte Carlo: A Brutally Simple Tool for Quant Risk（2025-06-05）
- GBDT Regression Secrets: Beyond DeepSeek（2025-03-09）
- Automated Triangle Pattern Detection for Quant Trading（2025-02-25）
- Validating HDBSCAN for Stock Selection via Cointegration（2025-01-11）
- HDBSCAN Clustering for Pairs Trading: 99x Speed Boost（2025-01-07）
- Is an 85% Accurate ML Model a Money Printer?（2024-12-06）
- Rocket Science for Trading: Derivatives Detect Elliott Waves & Factor Alpha（2024-11-05）
- Low Volume, Low Price? Backtesting Shanghai Index Data（2024-10-13）
- PCA, DWT, and XGBoost: A Machine Learning Trading Strategy（2024-09-03）
- FFT for Stock Prediction: Decomposing Market Cycles（2024-08-26）
- Millennium’s 2024 Brainteaser: Decoding the 3^2025 Puzzle（2024-07-10）
- Look-Ahead Bias: Easy to Understand, Easy to Get Wrong（2024-05-16）
- Low-Volatility Factor Rises in Importance After New Rules（2024-04-22）
- KS Test, Generalized Hyperbolic Fit, and Buying SSE Dip（2024-01-05）
- Genetic Algorithms in Quantitative Trading（2023-12-20）
- Brilliant Code in Just a Few Lines（2023-12-19）
- How to Normalize Factors for Deep Learning Strategies（2023-12-16）
- Vance Harwood’s Passing, AI in Finance, and Dynamic Thresholds（2026-09-28）
- Jev Model Enters Quant World: 56GB China A-Share Dataset（2026-09-26）
- Quantide Loop 2026-09-21: Kimi 3.1 Rumors, AQR on HFT & EMH（2026-09-21）
- Quantide Loop: Step 5 MoE, SHFE Options, and AQR Factor Insights（2026-09-20）
- Sharpe >4? A-Share Data Standardization Pitfalls（2025-11-28）
- TCN Postscript: Why High Win Rates Fail in Live Trading（2025-11-26）
- Picking Nickels in Front of a Steamroller: Quant Risks（2025-09-26）
- Beyond Out-of-Sample: Advanced Overfitting Detection for Quant Strategies（2024-08-19）
News (35)
- China Customs Probe: The End of the Hardware Race in HFT（2025-10-11）
- DeepSeek’s Pit, Not the Grave: Why Junior Devs Can’t Escape（2025-02-10）
- Quantide Weekly: UO Indicator & FFT Factor Insights（2024-11-03）
- Quantide Weekly: Washout Detection via Numpy（2024-10-27）
- QuanTide Weekly: Hedge Funds Cut Positions, Flag Pattern Detection（2024-10-20）
- Numpy Quant: Median Clipping, VWAP, Rolling MDD（2024-10-13）
- Sharpe 12.8%: Arbitrage Pricing Theory in Practice（2024-09-29）
- QuanTide Weekly: China Market Updates & Numpy Quant Techniques（2024-09-22）
- QuanTide Weekly: Market Lows, Fed Decision, and Numpy for Quants（2024-09-15）
- QuanTide Weekly: Macro Signals, Factor Papers, and NumPy Core（2024-09-08）
- FFT for Stock Prediction: Decoding Market Cycles（2024-09-01）
- QuanTide Weekly: Powell Signals Rate Cut, JPMark Reallocates HK Stocks（2024-08-25）
- OpenBB & HybridRAG: Free Market Data and AI for Quant Research（2024-08-18）
- Citadel Quant Internship: Datathon Strategy & Market Recap（2024-08-11）
- Second-Derivative Momentum Factor: 61.5% Alpha in China A-Shares（2024-08-04）
- QuanTide Weekly: HFT Fees, Olympic Plays, and RSI Mean Reversion（2024-07-28）
- QuanTide Weekly: CSI 300 Total Return Index & Quant Sentiment（2024-07-21）
- Global Windows Outage: Lessons for Building Robust Quant Systems（2024-07-20）
- Millennium’s 2024 Brainteaser: Decoding the 3^2025 Puzzle（2024-07-10）
- Nasdaq 100 Rises >20% 4 Years; Citi Overweights Gold（2026-10-11）
- AI Threatens ECDSA; WorldQuant Championship Hits 156K（2026-10-10）
- Vnpy 4.5.0 Upgrade & DSTNet: Outperforming Random Walk（2026-10-09）
- Hedge Fund Leverage Crisis & Quant Opportunities（2026-10-08）
- Polars 2.0, AI Tax, and Quant Insights: Oct 6, 2026（2026-10-07）
- Millennium Hires Jera Trader; Kalshi Sparks Quant Arbitrage（2026-10-06）
- US Jobs Miss, AI Twins, and Quant Research: Asset Growth Anomaly（2026-10-03）
- Optiver AI Contest Evaluates Real-Time Earnings Reaction（2026-10-01）
- From Engineering to WorldQuant: Repo Microstructure & Rate Shocks（2026-09-30）
- Duan Yongping Buys Moutai; AI Agents, Quant Hires & Research（2026-09-29）
- Vance Harwood’s Passing, AI in Finance, and Dynamic Thresholds（2026-09-28）
- US Yields Break 5%, AI Chaos: A Quant's Guide to Unpredictable Markets（2026-09-27）
- Jev Model Enters Quant World: 56GB China A-Share Dataset（2026-09-26）
- Quantide Loop 2026-09-21: Kimi 3.1 Rumors, AQR on HFT & EMH（2026-09-21）
- Quantide Loop: Step 5 MoE, SHFE Options, and AQR Factor Insights（2026-09-20）
- Fed Hike, MNQ Signal Failure, Variance Swap Thresholds（2026-09-18）
Quant Careers (33)
- Top 7 Journals Every Quant Finance Professional Should Read（2024-07-28）
- Stat Arb’s 75-Page Quant Roadmap: The Ultimate Self-Study Guide（2024-07-19）
- 2026 Q3 Quant Hiring: Python, C++, and ML Dominance（2026-10-05）
- Max Dama: The Unconventional Path to HFT Mastery（2026-01-15）
- 7 Questions to Ask Before Joining a Quant Trading Firm（2025-10-23）
- Buy vs Sell Side in Finance: Profit, Stability, and Career Paths（2025-10-21）
- Why ARMA/GARCH Fail in Quant Trading: A Time-Series Reality Check（2025-10-10）
- How Master’s Students Can Break Into Quant Trading（2025-10-05）
- DeepSeek’s Pit, Not the Grave: Why Junior Devs Can’t Escape（2025-02-10）
- The Small-Cap Factor: Banz’s Thesis, Criticism, and Legacy（2024-09-12）
- How Finance Masters Pick Quant Research Topics（2024-09-04）
- QuanTide Weekly: Powell Signals Rate Cut, JPMark Reallocates HK Stocks（2024-08-25）
- OpenBB & HybridRAG: Free Market Data and AI for Quant Research（2024-08-18）
- How to Land a Citadel Quant Role via Datathon（2024-08-11）
- Citadel Quant Internship: Datathon Strategy & Market Recap（2024-08-11）
- Second-Derivative Momentum Factor: 61.5% Alpha in China A-Shares（2024-08-04）
- QuanTide Weekly: HFT Fees, Olympic Plays, and RSI Mean Reversion（2024-07-28）
- QuanTide Weekly: CSI 300 Total Return Index & Quant Sentiment（2024-07-21）
- Global Windows Outage: Lessons for Building Robust Quant Systems（2024-07-20）
- Millennium’s 2024 Brainteaser: Decoding the 3^2025 Puzzle（2024-07-10）
- Top Programming Languages in Finance: SQL, Python Lead（2024-06-10）
- Rebels Rise: Fawce, Quantopian and Democratizing Quant（2024-06-01）
- Be Guided by Beauty: Remembering Jim Simons（2024-05-11）
- The Moon and Pandas: Wes McKinney's Legendary Story（2024-04-10）
- Remembering Daniel Kahneman, Founder of Behavioral Economics（2024-04-01）
- Alma Maters of China's 10-Billion-Yuan Fund Founders（2024-01-16）
- Nasdaq 100 Rises >20% 4 Years; Citi Overweights Gold（2026-10-11）
- AI Threatens ECDSA; WorldQuant Championship Hits 156K（2026-10-10）
- Hedge Fund Leverage Crisis & Quant Opportunities（2026-10-08）
- Millennium Hires Jera Trader; Kalshi Sparks Quant Arbitrage（2026-10-06）
- US Jobs Miss, AI Twins, and Quant Research: Asset Growth Anomaly（2026-10-03）
- Optiver AI Contest Evaluates Real-Time Earnings Reaction（2026-10-01）
- From Engineering to WorldQuant: Repo Microstructure & Rate Shocks（2026-09-30）
Quant 101 (33)
- QMT/XtQuant Setup: Installation Pitfalls & Remote Dev Guide（2023-12-22）
- Is a $934 Quant Course Worth It? GPT Evaluates LLM Trading（2026-08-31）
- 31k-Star Open Source: Turning Market Noise into Systematic Decisions（2026-04-23）
- 20 Months of Self-Taught Quant: From Retail to Probabilities（2026-04-17）
- TCN for Quant: Clearer Time-Series Deconstruction（2026-03-30）
- Why Causal Convolution for Quant? Avoiding Look-Ahead Bias（2026-03-27）
- Skills Marketplace: Installing AI Tools for Quant Workflows（2026-03-26）
- LOF Arbitrage: Pricing, Engineering, and Code（2026-01-24）
- Pandas 3.0: The Arrow-Native Revolution for Quantitative Finance（2026-01-19）
- Wang Yiping: Why Logic Beats Black-Box ML in Quant（2026-01-17）
- Quant Factor Investing: Core Logic, Neutralization, and Alpha（2026-01-16）
- Kronos: Turning K-Line Data into Market Language（2026-01-13）
- Quantum Computing: Reshaping Quant Finance Beyond the Flash Crash（2026-01-13）
- LuoShu Investment: A Priori Factors and Volatility-Equal Weighting（2026-01-12）
- HSBC & IBM: Quantum Computing Reshapes Bond Trading（2025-09-28）
- Build a 10x Faster QMT Real-Time Data System with Multi-Client Support（2025-06-15）
- 21 Days to AI Trader: Optimizing System Logic and Minute-Level Data Synthesis（2025-06-15）
- QMT Adjustment Factor Too Slow? 100x Faster Vectorized Method（2024-03-10）
- How Decimalization Changed Spreads and Strategy（2024-01-26）
- Sector Data in xtquant: Constituents and Index Prices（2023-12-27）
- Free Quant Data with QMT: XtQuant Setup Guide（2023-12-21）
- Genetic Algorithms in Quantitative Trading（2023-12-20）
- Brilliant Code in Just a Few Lines（2023-12-19）
- How to Restart MiniQMT Without Manual Login（2023-12-14）
- Tulip Mania: The Birth of Options Trading（2023-12-13）
- How the Dutch East India Company Built the First Stock Exchange（2023-12-13）
- US Yields Break 5%, AI Chaos: A Quant's Guide to Unpredictable Markets（2026-09-27）
- Jev Model Enters Quant World: 56GB China A-Share Dataset（2026-09-26）
- Can LLMs Trade? Three Experiments on Principles（2026-09-14）
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