internQuant @internQuant
quantitative & systematic research | portfolio management | trading systems | trader @ a small quant firm github.com/internQuant Joined August 2024-
Tweets599
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Followers255
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Following102
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Likes6K
internQuant retweeted
Institutional Asset Allocation meets the Efficient Frontier: Replicating the JPMorgan Efficiente 5 Strategy (with code) is the 8th Jungle Rock White Paper and it will be published for free for the public. We are holding our commitment to give back to academia and practitioners.
internQuant retweeted
Update on the Jungle Rock ETF Index 🌴🪨 As we are unable to execute this ETF index using a portfolio swap and we also give up the tax efficiencies, we might as well use only futures contracts for this new ETF index. If we decide the tax efficiencies outweighs the under…
vibe coded a yield curve sandbox just for fun check it out: internquant.github.io/yield-coorve/
internQuant retweeted
Replicating “Models, Regimes and Trend Following - Part 4” A White paper by @JungleRockRes Get your copy at junglerock.com Part 4 colab link: colab.research.google.com/github/internQ… Code available and ready to run (including data) on Google Colab for the complete series at:…
tradings bonds over IB feels like trading items in an MMO lol
internQuant retweeted
Would you allocate to the Jungle Rock ETF at 69 bps? It would be a multi strategy using trend following, asset allocation and market timing. The fund would be long short and able to take 2x leverage at times.
intern mobile just hit 4k Km 😎 been with me since the beginning of my internship
internQuant retweeted
Like this post and share 2 giveaways to the research portal of Jungle Rock, our sister company Retail Tier
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