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Latest Thoughts

Julean shares his latest thoughts and conceptual thinking in the field quantitative finance. Topics include alpha generation, risk and portfolio management, modeling as well as research and investment operations. Subscribe to stay up to date with his latest posts.

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More Computing Power is Not What you Need

Julean Albidone

Nov 30, 20232 min

More Computing Power is Not What you Need

Learn why understanding data and strategic feature creation trumps raw computing power in market algorithms

Explaining Financial ML to Main Street

Julean Albidone

Nov 10, 20233 min

Explaining Financial ML to Main Street

Understanding financial machine learning: Specialized models, not general ones, are key for extracting precise market signals and alphas.

The Most Shocking Thing Most Non-Quants Aren't Told About Equity Data

Julean Albidone

Nov 3, 20233 min

The Most Shocking Thing Most Non-Quants Aren't Told About Equity Data

Explore the crucial role of point-in-time data in equity analysis and learn why non-PiT datasets can mislead investors and skew back-tests.

Style Breakdown: Momentum vs. Mean-Reversion

Julean Albidone

Oct 30, 20234 min

Style Breakdown: Momentum vs. Mean-Reversion

Momentum vs mean-reversion: Uncover their fundamental and quantitative characteristics, and key risk management principles.

Why Macro Factors Don't Predict Equities, and How You Can Change That

Julean Albidone

Oct 7, 20233 min

Why Macro Factors Don't Predict Equities, and How You Can Change That

Unraveling the debate on macro-economic factors in stock picking. Discover how macro indicators can add value to equity models.

Catching Overfitting is Easier Than You Think

Julean Albidone

Sep 14, 20234 min

Catching Overfitting is Easier Than You Think

Discover the pitfalls of overfitting in quantitative finance. Learn robust testing techniques to ensure sustainable, genuine alpha.

AI is not the Midas Touch, But Why You Should Probably Still Use It

Julean Albidone

Sep 1, 20232 min

AI is not the Midas Touch, But Why You Should Probably Still Use It

Explore the role of machine learning in asset management. This post highlights its potential to enhance alpha.

How to Think About Forecast Uncertainty When Building Portfolios

Julean Albidone

Aug 2, 20233 min

How to Think About Forecast Uncertainty When Building Portfolios

Dive into the flaws of traditional portfolio optimization, and discover how incorporating alpha uncertainty can produce stable portfolios.

Why it's Never a "Good Time for Active Management"

Julean Albidone

Jul 5, 20232 min

Why it's Never a "Good Time for Active Management"

Debunking the myths around active management's edge over the market. This post dives shows you why, active managers can't outperform.

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