Quantitative Strategy

Quantitative strategy research focuses on developing and optimizing mathematical models for decision-making, particularly in finance and robotics. Current efforts involve refining existing strategies by incorporating probabilistic models, such as Bayesian interventional decomposition, for feature selection and improving risk management through techniques like VIX-based post-processing. These advancements aim to enhance the robustness and performance of quantitative strategies, addressing challenges like the existence of winning strategies and mitigating undesirable behaviors. The impact spans improved algorithmic trading, more efficient robotic control, and a deeper understanding of complex systems through quantitative modeling.