TradFi-native and crypto-native quants routinely misread each other — tradfi people see crypto as unregulated, crypto natives see tradfi as fossilised. This post takes no side and compares both systems across data, microstructure, counterparty, market-maker ecology, and compliance, ending with a strategy-migration cheat sheet.
Funding-rate arbitrage is still one of the most reliable income sources in crypto quant in 2026, but the number of beginners losing half their PnL to execution is also at an all-time high. This post skips the basics and walks four advanced structures with capital usage, risk, and realistic annualised returns.
How long does it take a Pythonista to go from "I'll start tonight" to a first version of a crypto strategy that can run on a small live account? This piece breaks the path into six phases — data ingestion, prototype, backtest, robustness, paper trade, minimum live — with realistic hour budgets and the traps that eat time.
By 2026 AI in crypto quant has settled into three sharply separated layers — LLMs for event signals, RL for execution optimization, and agents for closed-loop decisions. This post gives an honest snapshot of what each layer can actually do, where it still breaks, and what running this stack really costs.
Backtesting tooling has matured by 2026, but most beautiful equity curves still die from the same three sins: look-ahead bias, liquidity distortion, and miscounted fees and funding. This post dissects each pitfall with concrete symptoms, detection methods, fixes, and an executable self-audit checklist.
Paid arb bots get the loudest marketing, but the ones that actually run long-term are mostly open source. This piece compares five open source crypto arbitrage bots across architecture, strategy coverage, real barrier and community activity, and tells you which one fits which type of user.
Ten years of $100 monthly Bitcoin DCA was worth roughly $350,000 by 2024. This piece breaks down the math vs lump sum, the historical performance across cycles, and which assets DCA actually rewards.
A pretty equity curve is often a portrait of overfitting. This piece covers what backtests are really for, where to get data, the classic traps, and how to validate a strategy without fooling yourself.
Grid trading doesn't predict direction—it picks up scraps inside a sideways range. Here's how the mechanics work, the arithmetic vs geometric split, the parameters that matter, the markets it suits, and the trap that wipes it out.
Quantitative trading replaces gut feel with code. This guide starts from a clean definition, compares it to manual trading, breaks down common strategies, covers data and backtests, and offers a pre-live checklist.
Quantitative trading uses programs and data to execute strategies automatically. This guide explains common strategies, how trading bots work, and the risks ordinary people should watch out for.