QuantRocketCloud or Local: Where to Run Your Quant Trading?Is it better to run your quant trading in the cloud or locally? In this article, I outline the pros and cons of each approach and explain…5 min read·Nov 30, 2023----
QuantRocketMarket Cap vs Dollar Volume: Which to Use for Universe Selection?Market cap and dollar volume are two commonly used metrics for filtering a trading universe by size of security. Does it matter which one…4 min read·Oct 20, 2023----
QuantRocketResearching the Quality Factor with Alphalens and ZiplineBuying high-quality stocks and avoiding low-quality ones can improve investment returns. In this post, I use Alphalens and Zipline to…8 min read·Sep 28, 2023----
QuantRocketFinancial Distress Factors: the Altman Z-Score and Interest Coverage RatioAre rising interest rates straining balance sheets and increasing the risk of bankruptcies? This article investigates two financial…6 min read·Sep 7, 2023----
QuantRocketSector Neutralization: Why It Matters and How to Use ItSector neutralization is a technique to hedge out sector bets and reduce the impact of sector-specific risks on the portfolio by ranking…5 min read·Aug 22, 2023----
QuantRocketWhy Backtests Run Fast or Slow: A Comparison of Zipline, Moonshot, and LeanBacktest speed can significantly affect research friction. The ability to form a hypothesis and quickly get an answer from a backtest…4 min read·Aug 8, 2023----
QuantRocketWhat’s Better, High Profit Margins or Improving Profit Margins?Should investors prefer companies with high profit margins or companies with improving profit margins? Is it better to own an unprofitable…8 min read·Jul 13, 2023----
QuantRocketAnalyzing the Profitability Factor with AlphalensHow does a company’s profitability affect its stock returns? In this post, I use Alphalens, a Python library for analyzing alpha factors…7 min read·Jun 28, 2023----
QuantRocketExploratory Data Analysis of Fundamental FactorsWhen researching fundamental factors, analyzing alpha shouldn’t be your first step. You can save time and spot issues early by starting…8 min read·Jun 15, 2023----
QuantRocketHow Python Type Hints Make Coding EasierYou may have heard about Python type hints and wondered whether they’re relevant to quants or only to professional software developers. In…6 min read·Jun 1, 2023----