Bayes in Trading (1/3)

Rare events may not be your friend in trading...

Jan 16 • Lucas

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1

1

Strategies Generate Returns. Portfolios Control Risk.

Why the real edge is not a single strategy

Jan 9 • Lucas

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How to Prepare for a Quant Research Role

What actually matters when you are aiming for research, not pure development

Jan 2 • Lucas

8

December 2025

Why You Must Test Your Strategy’s Sensitivity to Parameters

Because markets do not respect perfect calibration

Dec 26, 2025 • Lucas

4

Look-Ahead Bias. The Invisible Killer!

Why strategies that look perfect on paper collapse in live trading

Dec 19, 2025 • Lucas

4

Don’t Add Complexity. Add Information.

Better Features Beat Bigger Models

Dec 12, 2025 • Lucas

1

1

How to Think in Distributions, Not in Points

Why Single Numbers Create False Confidence

Dec 5, 2025 • Lucas

11

1

November 2025

How to Build Targets That Make Sense in Financial ML

Why Your Model Is Only as Good as the Target You Train It On

Nov 28, 2025 • Lucas

6

1

How to Survive the Multiple Hypothesis Bias

Why Most Strategies Fail Before They Even Reach Live Trading

Nov 21, 2025 • Lucas

4

1

Integrating Exogenous Drivers into Market Models

How global indices like S&P 500, Gold, or Oil can reveal hidden dependencies across assets.

Nov 14, 2025 • Lucas

4

Adapting Strategies to Market Structure

Understanding when (and where) your strategy truly performs.

Nov 7, 2025 • Lucas

1

October 2025

Cross-Asset Learning: Finding True Structure Beyond Noise

When the same features drive predictability across multiple markets, robustness stops being an accident.

Oct 31, 2025 • Lucas

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