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Building quantKit -- Why I'm diving deep into stochastic finance
From burnout to breakthrough: Why I'm building quantKit from scratch
Jun 7
•
Larry Kann
13
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Building quantKit -- Why I'm diving deep into stochastic finance
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May 2025
Tariffs, China, and the Real Cost of Chinese Manufacturing
This seems to be a hot topic for folks right now. Unfortunately, people seem to miss some key points when discussing this subject.
May 8
•
Larry Kann
4
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Tariffs, China, and the Real Cost of Chinese Manufacturing
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April 2025
Updating quantKit, the Python tool kit we are creating for research
Discussing updates to Python code base and goals for the project.
Apr 18
•
Larry Kann
5
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Updating quantKit, the Python tool kit we are creating for research
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March 2025
HGT Polls
I want to know what you think, so I created a bunch of polls to find out.
Mar 17
•
Larry Kann
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HGT Polls
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Updates -- TL;DR -- 03/17/2025
Stop updating and start publishing real content, Larry.
Mar 17
•
Larry Kann
1
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Updates -- TL;DR -- 03/17/2025
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Stare long into the abyss...
Gettin' existential in this one, bruh.
Mar 17
•
Larry Kann
1
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Stare long into the abyss...
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February 2025
Intraday Momentum, part 2 -- The Intraday Volatility Bands indicator
Building research backed intraday volatility bands indicators using C++ and Sierra Chart's ACSIL language. Breakdown and some code available to all…
Feb 16
•
Larry Kann
5
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Intraday Momentum, part 2 -- The Intraday Volatility Bands indicator
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Intraday Momentum -- Researched based strategy deep dive, part 1
Available to all readers. I create a rapid EOD model to test whether or not it is worth our time to look into this strategy. The daily strategy I…
Feb 13
•
Larry Kann
15
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Intraday Momentum -- Researched based strategy deep dive, part 1
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Strategy 6 gets updated -- It's probably still unrealistic, though.
This strategy is now a short-only, mean reversion strategy that trades the Russell 2000. It boasts a profit factor of 6.5, a Sharpe of 1.82, 75…
Feb 5
•
Larry Kann
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Strategy 6 gets updated -- It's probably still unrealistic, though.
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January 2025
Using individual futures contracts for backtesting in RealTest
I quickly cover how to go about handling contract rollover manually instead of using continuous contracts in RealTest.
Jan 29
•
Larry Kann
6
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Using individual futures contracts for backtesting in RealTest
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I updated the CMF indicator to C, new strategy (NQ) results and code included
A new way to create custom indicators in RealTest using C (that's right). The strategy produced a PF of 1.7 and Sharpe of 1.33 on 525 trades in the last…
Jan 29
•
Larry Kann
5
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I updated the CMF indicator to C, new strategy (NQ) results and code included
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10
Strategy 9 goes live, day trading ES, and platform overload
Strategy 9 went live on Monday. It's up 4% this week. I got in some good trades on ES this week, so I decided to brag about one. Hot take: All trading…
Jan 18
•
Larry Kann
3
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Strategy 9 goes live, day trading ES, and platform overload
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