Tag: quant-trading
Concepts
- Overconfidence After A Winning Streak
- Anchoring To Where You Got In
- Tracking Your Average Price
- Being Taken Down By Risk
- Who Watches The Book When You Are Away
- Checking Borrow Before You Short
- Not Putting Everything Through One Broker
- Reallocating Capital Between Strategies
- Carry Trades When Risk Comes Off
- Reconciling Cash And Margin
- Getting Caught In Someone Else's Deleveraging
- The Central Bank Surprise Playbook
- Chasing: When To Pay Up
- The Cost Of Staying Short
- Handing The Book Over Across Time Zones
- Crossing A Position Internally
- Cutting Winners Short
- The Scenario Shocks Worth Running Every Day
- Day-One P&L And The Spread You Captured
- Deciding To Switch A Strategy Off
- Deliberately Under-Hedging
- Discretionary Overlays On A Systematic Book
- Getting Your Risk Limit Back
- Entry Timing Versus Entry Price
- Escalation: Who You Call And When
- Every Trade Competes For The Same Capital
- When The Exchange Or Your Line Goes Down
- How Long Would It Take To Get Out?
- Explaining Your Book To Management
- Not Being Able To Pull The Trigger
- Handling A Fat-Finger Order
- Fatigue And Decision Quality
- Finding The Exposure You Did Not Know You Had
- Flash P\&L Versus Final P\&L
- Flight To Quality: What Moves Together
- Flip-Flopping A Position
- FOMO: Watching A Move You Missed
- Framing Alpha Research as a Prediction Problem
- Managing The Futures Roll
- Getting Your Confidence Back After A Loss
- Going Flat: When And How To Square Up
- Hedging At The Close Versus Continuously
- Holding-Period Discipline
- Holidays, Half-Days And Thin Sessions
- How A Drawdown Changes Your Risk Appetite
- How Long A Stress Regime Lasts
- Working An Index Rebalance Day
- Letting A Winner Run
- Why Losses Feel Bigger Than Gains
- Managing Attention Through The Trading Day
- Trading Manually When The System Is Down
- A Market-Neutral Book In A Factor Unwind
- Marking At Mid Versus Where You Can Get Out
- Mean-Reversion Strategies In A Trending Market
- Mental Stops Versus Resting Stops
- Month-End And Quarter-End Flows
- Netting Positions Across Strategies
- Confirmation Bias On A Trading Desk
- Overlay Hedges Versus Hedging Each Position
- Getting Back On After The Event
- Ramping Risk On A New Strategy
- Getting Back In After A Stop
- Re-Risking After A Stress Event
- Reacting To A Headline
- Recognising Forced Selling
- Is This A Regime Change Or Just A Bad Week?
- Resulting: Judging A Decision By Its Result
- Running The Book Through Expiry
- Running A Pre-Mortem On A Trade
- Scheduled Versus Surprise News
- The Disposition Effect In Your Own Trading
- Soft Limits, Hard Limits And Warning Levels
- Stressing Your Live Book
- Sunk Cost And The Position You Cannot Let Go
- Taking Risk Off Before The Number
- The Conversation With Risk Management
- The Daily Loss Limit
- The Weekly Trade Review
- Trading A Name That Is Halted
- Trading Costs In A Stressed Market
- Running A Trading Incident Post-Mortem
- Caught In A Limit-Up Or Limit-Down Move
- Trading On Incomplete Information
- Trading Scared: Sizing Too Small To Matter
- The Post-Event Volatility Crush
- Trading Through An Ex-Dividend Date
- Trading Under A Tight Drawdown Mandate
- Trading When There Is No Liquidity
- Trend Strategies In A Choppy Market
- Trying To Repair A Bad Position
- What Happens When You Breach A Limit
- When Everything Goes To One
- When Yesterday's P\&L Gets Restated
- What Is The Worst This Position Can Cost Me?
- Writing Down The Thesis And What Would Kill It
- Year-End Liquidity And Squaring The Book