Exploring Markets Through Code and AI
A personal blog on algorithmic trading, quantitative research, and the code that powers it all, generated by Gen AI — from live strategy execution to statistical deep dives.
Welcome to QuantWonny — a personal blog dedicated to the world of quantitative finance. Here I document my journey through algorithmic trading, statistical research, and the code that brings strategies to life.
Whether you're a seasoned quant or just getting started, I hope you'll find something useful. Topics range from hands-on MATLAB and Python implementations to deeper explorations of market microstructure and strategy design.
The go-to reference for applying ML to financial data — feature engineering, backtesting pitfalls, and portfolio construction.
A practical guide to building and testing mean-reversion and momentum strategies, written by a practitioner.
From derivatives pricing to portfolio analytics — a comprehensive Python toolkit for quantitative finance.
The fascinating story of Jim Simons and Renaissance Technologies — how math and data conquered Wall Street.
The definitive textbook on derivatives pricing and risk management — essential reading for any serious quant.
A clear, non-technical look at how quant funds work — alpha models, risk models, execution, and portfolio construction.