Our Research
Signals and systematic strategies, tested on data they were not built on
Quantitative Research asks whether a signal predicts returns outside the sample in which it was found. A signal is a claim about conditional expected return: given this information, this return. The claim needs an economic reason, a test fixed in advance, and evidence from a period the signal has not seen.
Price, volume, and fundamental signals in listed equities; factor behaviour across market regimes; the cost of trading a signal in turnover, spread, and capacity. Signals that pass are run as live strategies on our own capital and marked to market. Clinical readouts are studied as information events with Clinical Evidence Research.
Before testing, each signal is registered with its definition, universe, holding period, and success criterion. In-sample results are reported as context. Acceptance depends on out-of-sample performance after costs. A second researcher rebuilds the result from archived code. Signals that fail are documented and retired.
The Alpha Note. Signal definition, economic rationale, test design, in-sample and out-of-sample results, costs, decay, and status: active, under observation, or retired.
Publications
Placeholder for an Alpha Note: signal definition, rationale, registered test design, in-sample and out-of-sample results after costs, status.
Placeholder for an Alpha Note: signal definition, rationale, registered test design, in-sample and out-of-sample results after costs, status.
Placeholder for an Alpha Note on clinical readouts as market events, using resolved estimates from Clinical Evidence Research.
An Alpha Research Note on a reversal signal that trades price dislocations from VWAP when volume confirms them: construction, logic, and test context.
How a signal moves from discovery through factor evidence and backtesting to a portfolio.
