Introduction: Exploring Quantitative Finance
Hello and welcome to my newsletter. I'm glad you're here, and I'm looking forward to our journey together.
Purpose
The purpose of this newsletter is to share my ideas, research, and findings with a wider audience. Its purpose is to serve as a valuable resource that enhances your understanding of quantitative finance, provides insights into trading and strategies, and helps you effectively implement them.
My main goal is to equip you with the knowledge and skills to conduct your own quantitative research in finance. I will teach you new techniques, share my expertise, and provide implementation tips to empower you in building your own trading models.
Value Proposition
While there are many esteemed authors covering similar topics, I aim to contribute insights to less-explored areas. Instead of just conveying information or knowledge, my intention is to empower you to become self-sufficient. I will share valuable resources, educational materials I've discovered during my research, and comprehensive insights into my research process, from the initial idea to live trading. Additionally, I will guide you in coding these strategies into (semi-)automated systems.
In this newsletter, we will focus on more advanced subjects. While there are excellent resources available that cover the basics of programming and quantitative trading, few address the complexities involved in practical work. Our goal is to bridge this gap and explore these advanced aspects.
About Me
I am a quantitative researcher specializing in algorithmic investment strategies, risk management, and deep learning. Holding a PhD in this field, I currently work as an assistant professor in the Department of Quantitative Finance at the University of Warsaw (UW) and the Department of Computer Science at the Cracow University of Economics (UEK). Additionally, I operate my own independent research and trading company.
Upcoming Content
As I launch this newsletter, I have several ideas for upcoming content. Firstly, I aim to familiarize you with my research methodology, as it is a crucial aspect of my work. I will emphasize the robustness, reproducibility, and stability of the strategies under consideration. Step by step, I will guide you through my approach to each new research idea. I will also keep you updated on the latest advancements in technology and literature related to quantitative finance and deep learning. I will compile newsletters summarizing recent research papers and valuable new ideas.
In addition, I will offer a practical series where I select recently published academic research or strategies and attempt to replicate them using my own resources. I will share the process and code with you, enabling you to follow along. The purpose of this series is to test the robustness of results presented by various research authors and provide you with practical knowledge for implementing academic research ideas into your own trading strategies.
Subscriptions
To be transparent, this newsletter is a side endeavor, and one of my goals is to generate income. As a result, I may introduce paid articles for subscribers in the future. I have some ideas in mind, but I am also open to your suggestions. Please feel free to share what kind of content you would like to see and what you would be willing to invest in.
Subscribe and Stay Connected
That concludes our introduction. If you're still with me, it indicates your interest in my forthcoming write-ups. Make sure to subscribe, so I can see that this endeavor is moving in the right direction. Additionally, as I am just starting out, your valuable feedback in the comments section would be greatly appreciated.