Quant Macro

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Filling a Fed Vacancy
Miran for Fed?
Aug 7 • 
Quant Macro
4
2

April 2025

Treasury Market Dislocations
and the Basis Trade
Apr 15 • 
Quant Macro
45
1
Paper Review: A User's Guide to Restructuring the Global Trading System by Stephen Miran
On "Liberation Day", let's hear it from the mind behind the tariffs
Apr 4 • 
Quant Macro
11

March 2025

Paper Review: Regimes, Systematic Models and the Power of Prediction by Man Group
The title promises so much, but does it deliver?
Mar 24 • 
Quant Macro
5
Podcast Review: TTU #148 (part 2)
Top Traders Unplugged, host: Niels Kaastrup-Larsen, guests: Yoav Git, Rob Carver, Graham Robertson
Mar 20 • 
Quant Macro
1
Podcast Review: TTU #148 (part 1)
Top Traders Unplugged, host: Niels Kaastrup-Larsen, guests: Yoav Git, Rob Carver, Graham Robertson
Mar 20 • 
Quant Macro
Paper Review: Trends and Reversion in Financial Markets on Time Scales from Minutes to Decades
A paper by Sara Safari and Christof Schmidhuber
Mar 19 • 
Quant Macro
Paper Review: An Effective Intraday Momentum Strategy
A paper by Zarrattini, Aziz, Barbon
Mar 14 • 
Quant Macro
15
Paper Review: Cooking up Sharpe
A recent article by AHL
Mar 13 • 
Quant Macro
1
Introduction
to my Quant Macro blog
Mar 12 • 
Quant Macro
1
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