ब्लॉग

How the concept of attractors and cointegration helps build market-neutral strategies and understand market dynamics.

Biography, philosophy, and inventions of Bill Williams — from engineering psychology to indicators that changed the market.

A systematic approach to capital management through sequential application of diversification, portfolio rebalancing, trend following, and algorithmic enhancement.

An overview of the Portfolio Balancer investment management system, which organizes assets into a hierarchical structure similar to a file system to simplify complex investment processes.

An advanced exploration of how to integrate mean reversion and momentum strategies in statistical arbitrage using PCA-based signal decomposition, regime-switching models, and dynamic portfolio optimization.

A comprehensive analysis of basic and advanced Distance Approach methodologies for pairs trading, with practical implementations in Rust tailored for high-frequency traders and algorithmic developers.

A step-by-step guide to building a C++ trading scalper bot using FAST/FIX protocols.