Strategies
Pairs Trading Strategy: A Quantitative Approach
Learn the math behind Mean Reversion. Cointegration, Z-Scores, and how to execute this classic strategy.
The Cracked Blog
Thoughts on trading, interviewing, and the math behind it all.
Math
Sharpe vs Sortino Ratio: Measuring Risk Correctly
Why the Sharpe Ratio penalizes upside volatility, and why smart quants prefer Sortino for asymmetric return profiles.
Coding
Modern C++ Features for Quant Interviews
Move semantics, smart pointers, and constexpr. The C++17/20 features you must know for HFT interviews.
Finance
What is Alpha? An Introduction to Excess Returns
Decomposing returns into Beta and Alpha. Understanding CAPM and where edge actually comes from.
Coding
Why Rust is Taking Over Quant Finance
Memory safety without garbage collection. Why firms like jump are moving from C++ to Rust.
Options
The Greeks Explained: Delta, Gamma, Theta, Vega
A deep dive into option sensitivities. How to delta-hedge a portfolio and why Gamma kills you.
Systems
Low Latency Networking for HFT
Kernel bypass, Solarflare, and FPGA. How data moves from the exchange to your strategy in microseconds.
Career
Top 5 MFE Programs for Breaking into Quant
Ranking the best Master's in Financial Engineering programs based on placement stats and starting salaries.
Career
Buy Side vs Sell Side: The Quant Career Guide
The difference between working at a bank (structuring) vs a prop shop (taking risk). Compensation and lifestyle differences.
Coding
Optimizing a Limit Order Book
Data structures for speed. Comparing TreeMaps, HashMaps, and flat arrays for O(1) order execution.