Quant Finance and Financial AI Blog
Approachable writing on AI, engineering, and quantitative finance.
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Regime Detection for Factor Rotation: A Practical Guide
Market regimes change, and so should your factor exposures. Learn practical techniques for regime detection and how to apply them to systematic factor rotation strategies.
Prompt Engineering for Financial AI: Best Practices
Effective prompts are the difference between hallucinations and actionable insights. Learn prompt engineering best practices for financial AI applications, from sentiment analysis to document understanding.
Deflated Sharpe Ratios: How to Account for Multiple Testing
If you test 100 factor variants and report the best one, your Sharpe is inflated. Learn how to use deflated Sharpe ratios to correct for multiple testing bias.
Why Quant Research Should Be Open
The case for doing quantitative research in the open — and why secrecy is overrated for most alpha.
Five Backtesting Pitfalls That Fake Your Sharpe
Lookahead bias, survivorship, cost models, overfitting, and regime blindness — how each one inflates your backtest and how to catch it.