Quant Models for Niche Markets: From Small-Cap Stocks to Esports Betting

Reactive Publishing

Quant Models for Niche Markets: From Small-Cap Stocks to Esports Betting
By Hayden Van Der Post
The biggest opportunities often hide in the smallest markets.
In Quant Models for Niche Markets, Hayden Van Der Post takes you off Wall Street’s beaten path and into the world of under-analyzed, high-potential arenas, from thinly traded small-cap stocks to emerging markets like esports betting. These are the places where inefficiencies thrive, liquidity is thin, and data-driven traders can find outsized returns.
This is a playbook for those who want to move beyond crowded mainstream markets and apply quantitative rigor to overlooked frontiers.
🔍 Inside You’ll Learn:

• Small-Cap Stock Modeling, How to adjust for liquidity constraints, volatility spikes, and event-driven catalysts.
• Esports Betting Models, Building and validating prediction systems for competitive gaming markets.
• Exotic Asset Pricing, Applying statistical arbitrage and machine learning to alternative data streams.
• Risk Management for Illiquid Markets, Position sizing, drawdown control, and stop-loss placement for niche volatility.
• Behavioral Edge Exploitation — Identifying biases unique to niche traders and bettors.
• Cross-Market Strategies, Linking uncorrelated markets to smooth returns and reduce risk.

Who This Book Is For:

• Quant traders and data scientists looking for high-alpha, low-competition markets
• Professional bettors seeking to integrate modeling into their edge
• Investors ready to diversify beyond large-cap and mainstream plays
• Anyone who understands that small ponds can hold big fish

If you’re ready to leave the herd, find inefficiencies others ignore, and apply cutting-edge quant tools to unconventional markets, this is your map.