Archive - Quantreo

Kalman Filter in Trading (2/2)

A Volatility-based Position Sizing

Feb 27 • Lucas

Kalman Filter in Trading (1/2)

A simple mental model to blend predictions and noisy observations

Feb 20 • Lucas

Quant never predict... They quantify uncertainty!

Why serious quants think in distributions, not forecasts

Feb 13 • Lucas

False negatives are better than false positives...

Why false negatives are often preferable to false positives in trading

Feb 6 • Lucas

January 2026

Bayes in Trading (3/3)

Bayes in practice. What actually matters for rare-event signals

Jan 30 • Lucas

Bayes in Trading (2/3)

This newsletter is a direct continuation of the previous one.

Jan 23 • Lucas

Bayes in Trading (1/3)

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

Jan 16 • Lucas

Strategies Generate Returns. Portfolios Control Risk.

Why the real edge is not a single strategy

Jan 9 • Lucas

How to Prepare for a Quant Research Role

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

Jan 2 • Lucas

December 2025

Why You Must Test Your Strategy’s Sensitivity to Parameters

Because markets do not respect perfect calibration

Dec 26, 2025 • Lucas

Look-Ahead Bias. The Invisible Killer!

Why strategies that look perfect on paper collapse in live trading

Dec 19, 2025 • Lucas

Don’t Add Complexity. Add Information.

Better Features Beat Bigger Models

Dec 12, 2025 • Lucas

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