Research
Each cohort picks one theme — we read, verify with data, and share the results.
Cohort 2 Study
Where Cohort 1 covered the foundations of quant theory and fundamental investing, Cohort 2 reads interviews with nine successful traders of the new generation to study how they see the market, their strategies, and how they manage risk. We then build strategies from the book as AI Trading Agents and test them.
- Period
- Starting mid-October 2026
- Books
- Market Wizards: The Next Generation, 주가급등 사유없음 DART (Korean)
- Status
- Starting soon
Format
- Offline meetings every other Saturday
- Rotating chapter presentations
- Q&A and open discussion after each talk
- Trading strategy analysis
- AI Trading Agent mini project
- Final project presentations and retrospective
Mini Project · AI Trading Agent
Each member picks one strategy from the trader they present, turns its entry and exit conditions, position sizing, and risk management into concrete rules, then builds it as an AI Agent and tests it on real data. It goes beyond checking returns to answer "what happens if we actually implement this strategy?" — other ideas are welcome too.
Planned curriculum
| Session | Topic | Chapters | Key Takeaways | Additional Talks & Labs |
|---|---|---|---|---|
| OT | Orientation | Intro | An overview of the Market Wizards series and this book, how the study will run, and the presentation order. |
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| 1 | Momentum breakouts and trade review | Ch 1–2 | Kristjan Kullamägi’s momentum breakout strategy with its entry and stop rules, and how Lance Breitstein improved by repeatedly reviewing his own trades. |
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| 2 | From small capital to outsized returns | Ch 3–4 | Following how Simon Russo (a pseudonym) and Lukas Fröhlich grew small accounts into outsized returns: how they scaled positions, the risk they accepted, and whether extreme returns can be reproduced. |
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| 3 | Asymmetric payoffs and options | Ch 5–6 | Comparing the negative-asymmetry risk in Phil Goedeker’s small-cap shorting and option selling with Kelvin Chiu’s trade structures that cap losses and leave upside open. |
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| 4 | Processes that create consistency | Ch 7–9 | Risk management, playbook- and journaling-based processes, and merger and convertible arbitrage from traders with almost no losing months over many years: Jason Berry, Kenny Sharkness, and Rick Bandazian Jr. |
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| 5 | Reading surging stocks through disclosures | DART 1–3 | Based on 주가급등 사유없음 DART, the signals of price support that appear in electronic disclosures before charts move: CBs, BWs, EBs, rights offerings, changes of largest shareholder, investment partnerships, and no-capital M&A patterns. |
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| 6 | Interpreting disclosures and surges in down markets | DART 4–6 | How to read disclosures such as the 5% ownership rule, buybacks, and administrative issues; an accounting-fraud checklist; why surging stocks appear in down markets; and cases where manipulators fail. |
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| 7 | Final presentations | — | Presenting backtest results and performance analysis of the strategies built as AI Trading Agents, and looking back on the cohort together. |
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