Recent Quant Links from Quantocracy as of 09/02/2026
Quantocracy published a curated summary of recent quantitative trading links as of September 2, 2026. Featured articles cover the overnight effect in equities, overfitting risks in research agents, Dalio's All Weather portfolio construction, stock-bond correlation regime shifts, backtesting pitfalls, and Bitcoin volatility clustering.
Why it matters: Each link provides a brief excerpt and points to the full article on platforms like Substack, Quanter Lab, Aligrithm, and Jonathan Kinlay's site.
+$72k September Week 1 (end of weekly posts)
8/31 (EXP: 8/31) 7715/7720 CCS (+18k) 9/1 & 9/2 - Busy Jorking it 9/3 (Exp: 9/3) 7740/7735 PCS (+18k) 9/4 (Exp: 9/4) 7820/7825 CCS (+18k) 9/4 (Exp: 9/4) 7665/7660 PCS (+18k) Not that anybody cares but I've reached my goal of doubling the 500k collateral I'm putting up for these 1000 con trades. 454k to be exact from the July/Aug/Sept posts but there are much smaller safer spreads I was doing with the profits on the side that I didn't include in my previous posts that makes up to the remaining 50k. Still going to keep trading spreads b/c it's House Money now but I'll stop doing weekly updates and maybe do a single end of month update instead if I decide to post again. Getting one too many cringy DM's begging for money or asking me to join a discord server. And yes I know holding that 9/3 PCS to expiry was regarded lol.   submitted by   /u/ur_comment_is_low_IQ [link]   [comments]
Why it matters: RSS-imported item, awaiting editor or agent follow-up on market impact.