OU statistical arbitrage
An Ornstein–Uhlenbeck framework for examining cross-asset spread relationships, mean reversion and the stability of pair selection.
Archived system
Read the research profile The research library
Questions worth testing.
A map of the research: the market question, the technical approach and the limits of the evidence. These are studies and archived systems—not a list of strategies offered to investors.
Cross-asset OU multibot
A multi-system extension of cross-asset mean reversion. The archive allows comparison of configurations without treating a retrospective replay as live performance.
Archived system
Read the research profile Closed-end-fund discount reversion
A study of how listed closed-end funds trade relative to their reported net asset values, and whether apparent convergence survives realistic implementation.
Research study
Read the research profile Dual-class share spread
Relative-value research into two share classes of the same issuer, including liquidity, voting rights and the practical cost of holding both legs.
Research study
Read the research profile Cross-asset trend following
Research into time-series momentum across asset classes, with volatility-aware sizing and explicit attention to market exposure.
Research study
Read the research profile Carry & trend
An examination of currency carry alongside trend conditioning: a risk-premium question as well as a timing problem.
Research study
Read the research profile Jump momentum
A study of market behaviour following unusually large price moves, where timestamp quality and event definition matter as much as the predictor.
Research study
Read the research profile Futures term structure
Research into information in futures-curve shape, roll effects and the difference between a quoted contract and an investable return series.
Research study
Read the research profile NAS100 opening-range breakout
An archived intraday index-system project examining opening-range structure, session definitions and execution constraints.
Archived system
Read the research profile NAS walk-forward study
A study of rolling evaluation for intraday index models, examining how parameter selection changes across market conditions.
Research study
Read the research profile Gold H4 system
An archived gold-system project combining forecasting and risk controls. Later replay work revisited alternative historical configurations.
Archived system
Read the research profile Gold directional overlay
Research into directional-change and risk overlays on gold, separating an overlay’s contribution from the underlying market move.
Research study
Read the research profile Macro-regime ensemble
An archived multi-sleeve research system combining macro-regime and trend inputs with portfolio-level risk allocation.
Archived system
Read the research profile Equity cross-sectional momentum
Cross-sectional research into relative equity performance, with an emphasis on point-in-time membership and investable comparisons.
Research study
Read the research profile Low-volatility equity factor
An examination of low-volatility equity portfolios and the distinction between factor exposure, selection and incremental return.
Research study
Read the research profile Equity seasonality
Research into calendar structure in equities, including turn-of-period behaviour and the risk of selecting the attractive dates after the fact.
Research study
Read the research profile Cross-sectional value
A study of equity valuation signals using fundamental information, where reporting lags and universe construction are part of the signal definition.
Research study
Read the research profile Symbolic-regression equity alpha
A symbolic-regression research project exploring machine-generated equity expressions and the challenge of evaluating an adaptive search.
Research study
Read the research profile Order-flow imbalance & DeepLOB
Research into order-flow imbalance and limit-order-book representations, connecting microstructure prediction with the cost of an executable trade.
Research study
Read the research profile Order-flow imbalance v2
A follow-on order-flow project examining whether the available information can clear an execution-cost hurdle before model complexity is added.
Research study
Read the research profile Futures microstructure
A futures microstructure study focused on event timing, the order book and realistic interpretation of short-horizon signals.
Research study
Read the research profile Weather-to-gas nowcast
A forecasting study connecting population-weighted weather measures with US natural-gas storage. Forecast accuracy and trading value are separate questions.
Research study
Read the research profile Shipping-manifest equity signal
Research into shipping records as company information, including entity mapping, publication delay and the boundary between a pipeline test and market evidence.
Research study
Read the research profile COT positioning
A study of reported futures positioning and what can still be inferred after accounting for the delay between positions and public release.
Research study
Read the research profile Post-earnings drift
Research into post-earnings-announcement drift, linking surprises to subsequent returns under point-in-time data and cost assumptions.
Research study
Read the research profile Macro news sentiment
A study of text-derived macro information and its potential role as a market feature or risk indicator.
Research study
Read the research profile Political-sentiment overlay
An archived event-driven gold research project examining political text and price behaviour. Price-only proxies are not equivalent to the original information feed.
Archived system
Read the research profile Crypto small-alt tail (Tidewater)
A digital-asset cross-sectional research design examining the less-liquid tail, with explicit venue, survivorship and execution questions.
Research study
Read the research profile Numerai RESIDUNET-CR
A machine-learning project for the Numerai setting, where raw predictive correlation and marginal contribution are distinct evaluation objectives.
Research study
Read the research profile Alpha factory
A research-generation workflow for screening candidate mechanisms and keeping the search history visible to subsequent evaluation.
Research study
Read the research profile Genetic multi-strategy optimisation
A genetic-algorithm research project exploring model combinations and the distinction between search fitness and out-of-sample evidence.
Research study
Read the research profile Forecast-to-fill
Research connecting a forecast to position construction and execution—the steps that sit between a prediction and an implementable system.
Research study
Read the research profile FX strength & trend
A foreign-exchange study combining cross-currency strength and trend information, with turnover and sizing as first-class concerns.
Research study
Read the research profile No matching research.
Try a broader term or clear the domain filter.
Research notes
Editorial review · A conceptual reading sequence, separate from the studies and archived systems above.
Looking for the
engineering underneath?
The research profiles describe the questions. The engineering page explains how data, experiments and review fit together.
Inside the stack