Ex-Credit Suisse quant strategist demystifies the strategies and tactics that exploit market inefficiencies.

Why choose this series:

Market inefficiencies create opportunities for skilled investors to generate returns by identifying mispriced assets and investing accordingly. Quant Evolution identifies these anomalies, and illustrates how to exploit such inefficiencies using quantitative strategies.

This series is part market analysis and part on-the-job training. The author systematically analyzes mispriced assets, and provides readers with a diverse set of quantitative trading strategies (trend following, mean reversion, arbitrage) and tools (Python codes and step-by-step guides). From the series, readers will learn every important aspect of institutional-quality quantitative investing: components of an investment strategy, the ideas-generation process, test and backtest, trading bots, performance indicators, and more.

Whether you are a serious investor looking to add quantitative strategies as part of your trading, or a machine-learning enthusiast expressing your skills through quantitative investing, this series will be the perfect companion for your journey.

What you will learn as a reader:

  • Institutional-quality analysis and guidance from an ex-Credit Suisse quant strategist with experience of $1B+ portfolios.

  • A practitioner’s view of what drives market inefficiencies and asset-price movements.

  • Dynamic asset allocation to exploit market inefficiencies.

  • A clear explanation of how to combine market signals, performance indicators and risk management to trade systematically.

  • Specific techniques and setups you can use to implement your own quantitative trading.

  • How to identify hidden traps in exchange-traded funds.

What you will get from this series:

  • Monthly Deep Dive (basic, premium) – Flagship deep-dive research that explores opportunities for mispriced assets.

  • What Changed This Week (basic, premium) – Weekly commentary that highlights important market developments.

  • Monthly Q&A (premium only) – Subscribers can submit any questions on quantitative investing, and the author will share his views on these. The Q&A will be available to subscribers so that you can see questions raised by other investors.

  • What Marco is Reading (premium only) – A fortnightly list of articles and reports that Marco has been reading, so subscribers can understand the viewpoints better.

About the author:

Marco Santanché, a Quant Fellow at Hedder, is an ex-Credit Suisse quant strategist. He has extensive experience designing and implementing quantitative strategy for investment teams managing over $1B in AUM. He is the founder of Unbiased Alpha, a quant consultancy advising on systematic strategies across all asset classes. Read full bio.