Quant Trading & Market Microstructure
Topic: The academic and practitioner literature on systematic trading — signal design, backtesting methodology, market microstructure (order flow, VPIN, spread dynamics), and machine learning applied to finance.
My angle: Temerity Holdings is building a systematic strategy pipeline. This brief surfaces the academic and practitioner research that feeds strategy development, indicator design, and backtest rigor at TH.
Issue type: Primer (Issue 1) → recurring monthly. The primer establishes foundations; recurring issues track new research and practitioner work.
Frequency: Monthly.
Issues
| Issue | Date | Description |
|---|---|---|
| Issue 1 coming soon | — | Primer: market microstructure fundamentals, signal design & evaluation, backtesting methodology, ML in trading, academic research roundup |