by Rupert Hadlow | Dec 1, 2025 | op01
by Rupert Hadlow | Nov 25, 2025 | Quant Strategies
The real question facing institutional desks is no longer “Should we use AI?” but: “Which type of AI should power our trading, and which AI agents should support our research and operations?” To answer that, it helps to separate two layers: Core trading models –...
by Rupert Hadlow | Nov 24, 2025 | Quant Strategies
Ask most traders where returns come from, and they’ll point to direction: buying assets that go up or shorting assets that go down. But professional money increasingly earns returns from something else entirely — being paid to insure what the market is afraid might...
by Rupert Hadlow | Nov 24, 2025 | Quant Strategies
Most traders focus on price: buying dips, shorting rallies, waiting for breakouts. But the most sophisticated hedge funds aren’t interested in price itself — they’re interested in how prices form. This domain is called microstructure, and it is the most competitive...
by Rupert Hadlow | Nov 24, 2025 | Quant Strategies
Most traders obsess over direction: “Will gold rally?” “Is tech topping?” “Is crude oversold?”But the most resilient strategies inside hedge funds don’t care about direction at all. They focus on something far more stable: How assets behave relative to each other....