Quant Memo

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.