{
  "version": "https://jsonfeed.org/version/1.1",
  "title": "Quant Trader Journal",
  "description": "Quantitative editorial analysis for systematic and algorithmic traders within the Vector Ridge ecosystem.",
  "home_page_url": "https://quanttraderjournal.com/",
  "feed_url": "https://quanttraderjournal.com/feed.json",
  "language": "en-US",
  "icon": "https://quanttraderjournal.com/icon-512.png",
  "favicon": "https://quanttraderjournal.com/favicon.svg",
  "authors": [
    {
      "name": "Quant Trader Journal Editorial",
      "url": "https://quanttraderjournal.com/about.html"
    }
  ],
  "items": [
    {
      "id": "https://quanttraderjournal.com/articles/survivorship-bias-public-trader-rankings.html",
      "url": "https://quanttraderjournal.com/articles/survivorship-bias-public-trader-rankings.html",
      "title": "Survivorship Bias in Public Trader Rankings — A Quantitative Analysis",
      "summary": "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.",
      "date_published": "2026-03-22T00:00:00Z",
      "date_modified": "2026-03-22T00:00:00Z",
      "tags": [
        "research",
        "statistical-analysis",
        "survivorship-bias",
        "rankings"
      ]
    },
    {
      "id": "https://quanttraderjournal.com/articles/risk-adjusted-competition-winner.html",
      "url": "https://quanttraderjournal.com/articles/risk-adjusted-competition-winner.html",
      "title": "Risk-Adjusted Competition Winner — 2023 Analysis",
      "content_text": "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.",
      "date_published": "2024-02-15T12:00:00Z",
      "tags": [
        "risk-adjusted",
        "sharpe",
        "calmar",
        "competition"
      ]
    },
    {
      "id": "https://quanttraderjournal.com/articles/walk-forward-pitfalls.html",
      "url": "https://quanttraderjournal.com/articles/walk-forward-pitfalls.html",
      "title": "Walk-Forward Validation Pitfalls",
      "content_text": "Common errors in walk-forward backtesting: lookahead bias, parameter optimisation leakage, and underspecified rebalancing.",
      "date_published": "2024-03-12T12:00:00Z",
      "tags": [
        "walk-forward",
        "backtest",
        "validation"
      ]
    },
    {
      "id": "https://quanttraderjournal.com/articles/expected-shortfall-vs-var.html",
      "url": "https://quanttraderjournal.com/articles/expected-shortfall-vs-var.html",
      "title": "Expected Shortfall vs Value-at-Risk",
      "content_text": "Comparison of 99% VaR and 97.5% Expected Shortfall under Student-t and Gaussian models.",
      "date_published": "2024-05-08T12:00:00Z",
      "tags": [
        "VaR",
        "expected-shortfall",
        "tail-risk"
      ]
    },
    {
      "id": "https://quanttraderjournal.com/articles/momentum-decomposition-timeframes.html",
      "url": "https://quanttraderjournal.com/articles/momentum-decomposition-timeframes.html",
      "title": "Momentum Decomposition Across Timeframes",
      "content_text": "Decomposing total momentum return into intraday, weekly, and monthly components.",
      "date_published": "2024-08-20T12:00:00Z",
      "tags": [
        "momentum",
        "factor-decomposition"
      ]
    },
    {
      "id": "https://quanttraderjournal.com/articles/regime-detection-hmm-futures.html",
      "url": "https://quanttraderjournal.com/articles/regime-detection-hmm-futures.html",
      "title": "Regime Detection via HMM in Futures",
      "content_text": "Hidden Markov Model regime classification on futures returns; 2-state vs 3-state vs 5-state comparison.",
      "date_published": "2024-11-04T12:00:00Z",
      "tags": [
        "regime",
        "hmm",
        "futures"
      ]
    }
  ]
}