We are studying markets with the goal of building systematic trading strategies. We do not have a working system yet. What we have is a clear framework for how we intend to approach the problem.
We are reading, learning, and exploring the landscape of quantitative trading — from market microstructure to portfolio construction to risk management. We are building our understanding before we build our systems.
Our areas of focus include systematic strategy design, statistical analysis of market data, and the engineering required to execute reliably.
No model should be treated as truth. Every model is a testable idea about how markets work, and should be validated accordingly.
Complexity has a cost. We believe in starting with the simplest approach that captures the relevant dynamics, and adding complexity only when justified.
Backtest results are not real results. We will be deliberately skeptical of our own findings and set a high bar for what we consider validated.
Our goal is to build a complete systematic trading pipeline: data ingestion, signal generation, risk management, portfolio construction, and execution. Each piece will be designed, tested, and validated before it goes live.
We are not in a rush. The market will still be there when we are ready. Right now, we are focused on understanding the problems deeply enough to build solutions that last.
We document what we learn as we go. Our blog covers topics in quantitative investing, strategy design, and risk management.
Read the Blog
The best model is the one that knows
what it does not know.