About
Fusion of three passions: writing, quantitative analysis, making money (not necessarily in that order). If perhaps you find any value in these posts, all the better.
Q. Who are you?
A. Humble student of alpha.
Q. Why do you write the blog?
A. Exercise intellectual discipline. Publish quantitative trading strategies and analysis. Collaborate with peers in quantitative trading.
Q. How can I contact you?
A. By popular demand, via email: quantivityblog at yahoo dot com.
Q. Is Quantivity available vis RSS?
A. 
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21 Comments
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Quantivity 
is there a way to follow your blog updates via twitter or RSS? thx
I had the same question, but found the answer. See below . . .
@Nick / toptick: Thanks for your interest. Quantivity now supports RSS syndication, as updated on this page and the recent post Quantivity Feed / RSS.
Interesting choice of words for your last post. I’ve been following your blog and would like to send you a copy of ETF Rewind if you have an interest. Keep up the good work. Jeff
Quantivity,
to insert latex equations in your blog, check out http://en.blog.wordpress.com/2007/02/17/math-for-the-masses/
Thanks, gappy!
You can also use this script made by Luca Trevisan: http://lucatrevisan.wordpress.com/latex-to-wordpress/
That way writing up a post is a lot easier and the final result also looks better.
A regime dashboard, if indeed acheivable, would be remarkable.
Thanks for the blog. Very informative and the writing style makes the reading even more enjoyable.
Interesting blog!
Good work. Go on.
I have built a website using current market timer statements from blogs and websites such as yours. The focus of the website is to point readers to sites that post information related to financial market technical techniques using such statistical/stochastic methods, Elliot Wave, T Theory, Gann Forecasting, Andrew Pitchforks, etc. The blog lists 20 of the most current reviews using the referenced site’s handle with a one-line quote tied together as a link to the source website. Please visit the web page at mcverryreport.com.
If you have any suggestions or would like to be removed from scan list please let me know by sending an email to support@mcverryreport.com
Kind regards,
Joe McVerry
Hi just curious. Are you aware of any good papers on back testing a mean variance portfolio. ie. run the default mean variance approach optimal frontier. I am looking to explore the mean variance approach, showing say a 1 yr. re-balancing walk forward test, using either asset classes or a selection of individual assets.
Where are you? Keep up the good work!
Hi, i really enjoy the blog. Loved the article on learning to algorithmically trade. With you permission can i link your blog on my website: http://www.quantsavvy.com/daytrader-blog.html.
Also, would love to be on your bloglist. Thanks.
Hi guys. You have cited my articles and some of my research in the past. I am Leandro Infantino fyi…and you have done some great stuff breaking my PCA model and regime switching signal into individual pieces for various uses. I would like to know whats the name of the main author and leader of this blog and reach out to him/her. Thanks.
Hello, could I join your email list for latest newsletters?
How can I get in touch with you? I’d like to discuss a book project with you. Thanks