Research streams
10 areas of work
- Market microstructure
- Momentum
- Options
- Volatility
- Order flow
- Market regimes
- Alpha research
- Machine learning for markets
- Backtesting
- Strategy validation
From idea to strategy
Six tests before capital
- 01HypothesisA clear, testable idea about how a market behaves.
- 02DataClean market data, with fees and spreads included from the start.
- 03BacktestThe idea tested on history it was not designed on.
- 04ValidationWalk-forward and out-of-sample checks, so a lucky result cannot pass.
- 05Paper tradingLive markets, simulated money, for long enough to trust the numbers.
- 06Live, with limitsOwn capital only, small size first, with hard risk limits.
Works with
Sectors it serves
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