About
Two-product ecosystem
Quant Memo (quantmemo.com) democratizes quant knowledge: a living reference database of quant strategies with our notes, suggestions, and implementation guidance. It also functions as a newsletter (memos) that references and links into the database.
Quant Native (quantnative.com) democratizes algo investing: the execution and investing platform. Use Quant Memo to learn and reference; use Quant Native to invest systematically.
Methodology
We structure strategy development around: assumptions → model → constraints → evaluation → monitoring.
- Assumptions: regime, edge, and data assumptions made explicit.
- Model: signals, portfolio construction, and risk model.
- Constraints: turnover, capacity, and implementation limits.
- Evaluation: backtest design, overfitting checks, and out-of-sample tests.
- Monitoring: live diagnostics and when to stop or adapt.
Disclaimers
- For educational purposes only. Not investment advice.
- I may have positions in instruments discussed.
- Past performance is not indicative of future results.