Thread by @VitruviusCurve

One of the things keeping me up at night is my impending dread regarding ‘Quantitative Trading’.

I have not noticed any particular diminution in what we do (other than high frequency) but I know for a fact that my work doesn’t exist elsewhere.
1/5

https://twitter.com/Miraje_g/status/1447986282550992904

I need to think about the next big strategy and the possibility (indeed the likelihood) that I won’t discover it.

I have posted about a massive ML/AI experiment that didn’t succeed (not giving up but… tik tok, tik tok).
2/5

Despite my background and quant trading bona fides, I am increasingly drawn to the Idea that the highest future returns will come from quantitative trading rules applied by experienced discretionary traders.
3/5

This might not be the sexy ‘silicon based life form’ outcome that is being talked about but, increasingly, I believe a kind of ’reverse takeover’ may occur in which ‘quant’ will be - If not taken over - then ‘absorbed’ into the discretionary framework.
4/5

I am still in the early stages of thinking about this but wouldn’t it be interesting if all the advances made in Quant - in the final analysis - 𝙈𝙚𝙧𝙚𝙡𝙮 𝙨𝙚𝙧𝙫𝙚𝙙 𝙩𝙤 𝙢𝙖𝙠𝙚 𝙝𝙪𝙢𝙖𝙣 𝙩𝙧𝙖𝙙𝙚𝙧𝙨 𝙗𝙚𝙩𝙩𝙚𝙧 𝙧𝙖𝙩𝙝𝙚𝙧 𝙩𝙝𝙖𝙣 𝙩𝙤 𝙙𝙚𝙨𝙩𝙧𝙤𝙮 𝙩𝙝𝙚𝙢.
5/5