The physicist’s systematic approach to trading
Dive into expert insights on applying a physicist’s mindset to quantitative trading, option strategies, and financial technology — all powered by Python.
Latest Posts
End of year seasonality of the S&P500 ETF (SPY) is one of the most persistent pattern among the seasonal effects study. In this post, I'll take a systematic look at this...
Markets may look chaotic, but under the intrinsic noise and unpredictability, some patterns quietly repeat.
These seasonal effects — recurring behaviors tied to the...
When you’re running a backtest, every line of code depends on a silent assumption: "The data actually reflects what happened in the market". But that assumption can break...
In quantitative trading, like in physics, every model starts with data — and often, that means historical prices.
But not all price data is created equal.
One of the...
When I first started backtesting strategies, I thought one long backtest was enough. It wasn’t. Markets change, conditions shift, and what worked in one year might fail...
Like many traders, I started by scraping Wikipedia for S&P 500 tickers. It worked until it didn’t. In this post, I’ll share a cleaner, more professional and repeatable...