Research

Ideas are tested here before they become capital allocation decisions.

Publish clear, concise research notes. Show the method, the dataset caveats, the validation logic, and the risk of overfitting.

Momentum studies

Cross-sectional and time-series patterns with clear out-of-sample validation.

Microstructure studies

Spread, slippage, liquidity, and order book behavior.

Portfolio robustness

Stress tests, regime shifts, and drawdown behavior under ugly market conditions.

Research workflow

  • Hypothesis formation
  • Data cleaning and bias checks
  • Backtesting and walk-forward validation
  • Risk review and production gating