Sharpe - Graham Capital Management

How Good is Good Enough? Some Math behind Sharpe, Information and Hit Ratios

One metric that is often used when talking about the performance of a trading strategy is the Sharpe…

5 mins
2024 Summer Reading List Graham Capital Management Quantitative Strategies Team

2024 Summer Reading List

Explore our 2024 summer reading list, thoughtfully curated by Graham’s Quantitative Strategies team. This eclectic mix of finance,…

5 mins

Singular Value Decomposition: From Astrophysics to Quantitative Trading 

Summary: We discuss an unexpected link between astrophysics and quantitative trading in our latest Quant Log. We explore…

3 mins

Carry in Different Monetary Policy Regimes

Introduction We have witnessed one of the fastest hiking cycles for the Federal Reserve in the last four…

3 mins

The M6 Competition: Battle of the Forecasting Models

Antoine Ledoux, Quantitative Research AnalystDecember 7, 2022 These days new Machine Learning techniques seem to be coming out…

2 mins

What to Read This Summer

Graham's Quantitative Strategies team share their current favorite reads, each offering their insightful take on why these books…

4 mins

Chatting with ChatGPT

Oguz Tanrikulu, Director of Quantitative Research; Andrew Uhl, Senior Quantitative Analyst; andNastja Bethke, Senior Quantitative ResearcherApril 3, 2023…

4 mins

A Look at Stock-Bond Correlation in Different Inflation Regimes

Daniel DeWoskin, Senior Quantitative Researcher  In recent years, investors have relied on the persistent negative correlation of bonds…

2 mins

Diversification by Model: When Opposites Attract

Systematic trading seeks out diversification to achieve more even returns while controlling risk. One way to diversify is…

3 mins

Simpson’s Paradox: You Win Some, You Lose Some, You Simpson

Nastja Bethke, Senior Quantitative Research AnalystDecember 7, 2022 Which strategy would you rather invest in? You can choose…

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