Concretum Research

We’ve just launched Concretum on Substack.

Over the past months, many have asked for a more direct way to follow our research.

This is it!

A single place to receive:

1️⃣ new research releases
2️⃣ deep dives not published on X
3️⃣ Concretum Pills, our weekly newsletter
4️⃣ and much more

If you follow our work, this is the most direct way to stay updated

Link in the first comment👇

How to Get Free Intraday Data for Crypto

We recently put together a tool to download minute-level data for free, directly from Kraken’s public archive.

If you trade cryptocurrencies systematically and want to dive deeper into intraday frameworks, we think you will find it useful.

You can leave your email in the article to access the Jupyter notebook and be notified as soon as our follow-up piece comes out, where we will use that data to build an intraday momentum strategy… with a twist.

Link in the first comment 👇

A great read for your weekend!

For everyone passionate about systematic trading, from trend following to day trading.

Beyond @basso_tom insights, you’ll find trading rules, charts, tables, and original quantitative research we conducted to explore his ideas in greater depth.

Read or listen to the full interview for free!

We are glad to announce that our full interview with @basso_tom is now available!

Many of you probably know Tom as “Mr. Serenity”, the nickname @jackschwager gave him when he featured him in The New Market Wizards, the second book in his famous series.

Tom has been incredibly generous in sharing his experience and insights from nearly 50 years in the markets. We covered a wide range of topics, bringing together valuable lessons that are rarely found in a single conversation.

Among other things, we discuss:

✅Systematic Trading
✅Trend Following
✅Position Sizing
✅All-Weather Portfolio Construction
✅Research and Backtesting
✅Trading Psychology

We also include several original backtests and quantitative analyses developed by @ConcretumR to illustrate some of the ideas discussed.

If you are interested in systematic trading, we strongly encourage you to set aside 15 minutes to read or listen to this interview. We believe you will find plenty of valuable insights, regardless of your experience level.

A big thank you to Tom for his time and generosity!

Enjoy your learning!

More info in the first comment 👇

Yesterday provided another textbook example of intraday seasonality in equity markets.

SPY rallied 1.89% from the opening bell, only to give back approximately 20% of those gains in the final 30 minutes of trading.

This price action is remarkably consistent with the findings of our recent research on the intraday seasonality of market trends.

In our study, we explore how traders can capitalize on intraday momentum while mitigating the impact of end-of-day flows driven by portfolio rebalancing, hedging activity, and other systematic trading mechanisms.

If you are interested in understanding these dynamics and their implications for intraday trading strategies, we strongly encourage you to read the full research piece.

We hope many of you managed to capitalize on these intraday trends: on the downside last week, and on the upside yesterday!

Read the full article here:
concretumgroup.substack.com/p/the-intraday…