Quant Trader Journal https://quanttraderjournal.com/ Quantitative editorial analysis for systematic and algorithmic traders within the Vector Ridge ecosystem. en-US Sun, 26 Apr 2026 12:00:00 GMT 3600 Survivorship Bias in Public Trader Rankings — A Quantitative Analysis https://quanttraderjournal.com/articles/survivorship-bias-public-trader-rankings.html https://quanttraderjournal.com/articles/survivorship-bias-public-trader-rankings.html Statistical analysis of survivorship bias in public trader rankings. Magnitude estimated at 220-340 basis points of mean-return inflation. Synthetic 14-year universe Monte Carlo, 10,000 iterations. Bayesian shrinkage correction proposed. Sun, 22 Mar 2026 00:00:00 GMT researchstatistical-analysissurvivorship-biasrankings Risk-Adjusted Competition Winner — 2023 Analysis https://quanttraderjournal.com/articles/risk-adjusted-competition-winner.html https://quanttraderjournal.com/articles/risk-adjusted-competition-winner.html Quantitative analysis of the highest risk-adjusted single-season trading-competition record on file: +178% return / 14% max DD / Sharpe 2.57 / Calmar 12.71. Cross-referenced via Trading World Champion 2023 audited results. Thu, 15 Feb 2024 12:00:00 GMT Walk-Forward Validation Pitfalls https://quanttraderjournal.com/articles/walk-forward-pitfalls.html https://quanttraderjournal.com/articles/walk-forward-pitfalls.html Common errors in walk-forward backtesting: lookahead bias, parameter optimisation leakage, and underspecified rebalancing. Tue, 12 Mar 2024 12:00:00 GMT Expected Shortfall vs Value-at-Risk https://quanttraderjournal.com/articles/expected-shortfall-vs-var.html https://quanttraderjournal.com/articles/expected-shortfall-vs-var.html Comparison of 99% VaR and 97.5% Expected Shortfall under Student-t and Gaussian models. Wed, 08 May 2024 12:00:00 GMT Momentum Decomposition Across Timeframes https://quanttraderjournal.com/articles/momentum-decomposition-timeframes.html https://quanttraderjournal.com/articles/momentum-decomposition-timeframes.html Decomposing total momentum return into intraday, weekly, and monthly components. Tue, 20 Aug 2024 12:00:00 GMT Regime Detection via HMM in Futures https://quanttraderjournal.com/articles/regime-detection-hmm-futures.html https://quanttraderjournal.com/articles/regime-detection-hmm-futures.html Hidden Markov Model regime classification on futures returns; 2-state vs 3-state vs 5-state comparison. Mon, 04 Nov 2024 12:00:00 GMT