BlackArbs

With the start of the NFL season just around the corner, I've been using my alpha research pipelines to find opportunities in the betting markets.

In this post The institutional failure mode The answer, in one minute A profit is a lead, not a verdict Updating made the strategy busier, not better The market already owned the probability What a backtest cannot prove The next test When this shows up on…

In this post TL;DR What Corrfilter was supposed to do Before alpha, there must be evidence One number was answering two different questions The tempting redesign The 2022 out-of-sample failure The allocation rule that survived The final research decision…

Now that Alpha Lab is mostly operational, I can finally start answering my research questions methodically.

The first job of a serious research system is not to find alpha.

It has been nineteen days.

If you don't have a strategy to handle this, it will cost you money, time, or both.

Retail quant finance is a never-ending cycle of tutorials and Jupyter notebooks.

The code and diagrams for the strategy can be found on github.

I just published Part 1 of my new YouTube series, and I'm excited to share it with you all!

This year I launched a strategy subscription service for a long-only ETF strategy developed in house.

Join the growing Blackarbs Research Group Discord community here Get access to the strategy that has returned 48% live trading since November 2023 here (Updated: 2024-Mar-02) Recap In part 1 of the series, I introduced the blackarbs retirement algorithm, a

Join the growing Blackarbs Research Group Discord community here Get access to the strategy that has returned 48% in live trading since this article was written here (Updated: 2024-Mar-02) Mission Recap Blackarbs current mission is to create automated str…

Introduction This is an old concept concerning the opening range.

Access to high quality, cost effective market data is a continuing problem for retail traders.