Petch's Investing Blog

A repository showcasing my research in quantitative finance, statistics, trading systems, and market analysis. Open to professional inquiries.

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The CAR Squeeze: A Swap-Based Lockout
2026-04-28stock
#short squeeze#avis#car#archegos#swaps#trading analysis
The OGN Miss: A Classic Dhandho Play
2026-04-28stock
#ogn#organon#value investing#missed opportunity
Market Pulse: Automating Daily Mover Analysis and Thematic Grouping
2026-02-14coding
#interactive broker#us stocks#ib_insync#daily reports
Automating Ratings: Tracking Analyst Upgrades and Downgrades
2025-12-14coding
#interactive broker#us stocks#ib_insync#upgrades-downgrades
High Win Rate vs. High Reward-Risk: A Monte Carlo Perspective
2025-10-06research
#win rate#reward-risk#probability#monte carlo
DUSIT Event: Missing the boat
2025-09-02stock
#thai stocks#dusit#investing#capitulation
Quantitative Research: Reversion Patterns in Intraday Pair Trading
2025-08-21research
#reversion#daytrading#pair trading
Developing Edge Finder: an Improved version in Backtesting
2025-08-20coding
#backtest#us stocks#daytrading#edge
CRWD outage: The Cost of Hesitation
2025-07-25stock
#us stocks#crwd#investing#capitulation
Building a Custom Backtester for Intraday Trading
2025-07-22coding
#backtest#us stocks#daytrading
Extracting Market Expectations: Reversing the Binomial Option Pricing Model
2025-02-20research
#options#volatility#spy#probability distribution
Volatility Harvesting: Does it really work?
2025-01-08papers
#volatility harvesting#rebalance#magnus pedersen
Intraday Dynamics: Reversion vs. Momentum
2024-12-27research
#reversion#daytrading#momentum
Building a Quantitative Foundation: Why I Built this repo
2024-12-15coding
#interactive broker#us stocks#ib_insync
The Uncertainty of Kelly: When Updating Estimates Might Not Save You
2024-11-20papers
#kelly#probability#bayesian#zheng song
Options Index: Decoding Thorp’s Public Index for Listed Options
2024-11-12papers
#options#volatility#black scholes#ed thorp
The SABR Model: Correcting the Smile or Masking the Problem?
2024-11-05research
#options#volatility smile#sabr model#black scholes
Evaluating Calendar Spreads: Perspective on Complexity and Sensitivity
2024-10-08research
#options#volatility#black scholes#calendar spread
SCB Irrationality: When Politics Trumps Fundamentals
2023-05-08stock
#thai stocks#scb#investing#capitulation
GME: When Market Dynamics Override Fundamentals
2023-03-25stock
#us stocks#gme#investing#trading#short squeeze
MSTR: The Scar of Arrogance and Over-Sizing
2022-05-10stock
#us stocks#mstr#trading#short squeeze
Engineering a Multi-Asset Backtest Framework from Scratch
2022-03-06coding
#algorithmic trading#crypto#binance#backtest
Developing a Neutral Exposure Engine: Trading the Spread
2022-02-03coding
#algorithmic trading#crypto#binance#spread
Building a Cross-Ticker Execution Engine for Crypto Markets
2022-01-19coding
#algorithmic trading#crypto#binance

Filter Posts By Domain

ALL Posts

The CAR Squeeze: A Swap-Based Lockout

The OGN Miss: A Classic Dhandho Play

Market Pulse: Automating Daily Mover Analysis and Thematic Grouping

Automating Ratings: Tracking Analyst Upgrades and Downgrades

High Win Rate vs. High Reward-Risk: A Monte Carlo Perspective

DUSIT Event: Missing the boat

Quantitative Research: Reversion Patterns in Intraday Pair Trading

Developing Edge Finder: an Improved version in Backtesting

CRWD outage: The Cost of Hesitation

Building a Custom Backtester for Intraday Trading

Extracting Market Expectations: Reversing the Binomial Option Pricing Model

Volatility Harvesting: Does it really work?

Intraday Dynamics: Reversion vs. Momentum

Building a Quantitative Foundation: Why I Built this repo

The Uncertainty of Kelly: When Updating Estimates Might Not Save You

Options Index: Decoding Thorp’s Public Index for Listed Options

The SABR Model: Correcting the Smile or Masking the Problem?

Evaluating Calendar Spreads: Perspective on Complexity and Sensitivity

SCB Irrationality: When Politics Trumps Fundamentals

GME: When Market Dynamics Override Fundamentals

MSTR: The Scar of Arrogance and Over-Sizing

Engineering a Multi-Asset Backtest Framework from Scratch

Developing a Neutral Exposure Engine: Trading the Spread

Building a Cross-Ticker Execution Engine for Crypto Markets