Strategies I: Equities and Futures

Equity Statistical Arbitrage and Equity Strategies

1. 1 Anatomy of a Stat-Arb Book 8 solved exercises
2. 2 Short-Term Reversal 8 solved exercises
3. 3 Residual and Principal-Component Stat Arb 8 solved exercises
4. 4 Pairs and Baskets 8 solved exercises
5. 5 Momentum 8 solved exercises
6. 6 Value, Quality and Low Risk 8 solved exercises
7. 7 Earnings 8 solved exercises
8. 8 Short Interest, Borrow and Crowding 8 solved exercises
9. 9 Flows 8 solved exercises
10. 10 Index Rebalancing 8 solved exercises
11. 11 Merger Arbitrage 8 solved exercises
12. 12 Share Classes, Holding Companies, Closed-End Funds and SPACs 8 solved exercises
13. 13 Intraday Patterns 8 solved exercises
14. 14 Intraday Machine-Learned Alphas 8 solved exercises
15. 15 Options-Implied Signals for Stocks 8 solved exercises
16. 16 Alternative Data Strategies 8 solved exercises
17. 17 News and Events 8 solved exercises
18. 18 Asia-Specific Equity Strategies 8 solved exercises

Futures and Systematic Macro

1. 19 Trend Following 8 solved exercises
2. 20 Carry Across Asset Classes 8 solved exercises
3. 21 Calendar Spreads and Curve Trades 8 solved exercises
4. 22 Cross-Asset Lead–Lag 8 solved exercises
5. 23 Seasonality and Calendar Effects 8 solved exercises
6. 24 Positioning and Sentiment 8 solved exercises
7. 25 Short-Term Futures Strategies 8 solved exercises
8. 26 Volatility Targeting and Risk-Managed Portfolios 8 solved exercises
9. 27 Crypto Medium-Frequency Strategies 8 solved exercises

Running It

1. 28 Running a Multi-Strategy Book 8 solved exercises
2. 29 The Asset Managers’ Strategies 8 solved exercises

29 chapters — 29 online so far, and more publishing regularly. The complete book is already available as a free PDF you can read online.