Research Library

Identify statistically robust, out-of-sample-valid trading edges using price-only information on ES 1-minute data....

Investigate whether visually intuitive impulse-retracement-break price structures carry exploitable statistical edge....

Replicate and validate the time series momentum (TSMOM) strategy on a diversified futures portfolio, measuring its out-o...

Test the profitability of the Opening Range Breakout (ORB) strategy across multiple futures markets using a mechanically...

Evaluate the statistical robustness and tradability of VWAP-based mean reversion signals on US equity index futures. Tes...

Measure and validate the profitability of intraday momentum signals on SPY, exploiting demand-supply imbalances through ...

Implement and validate the Confidence Weighted Mean Reversion (CWMR) algorithm for online portfolio selection on a broad...

Implement and validate the Passive-Aggressive Mean Reversion (PAMR) algorithm for online portfolio selection. PAMR explo...

Implement and validate the Follow-the-Regularized-Leader (FTRL) framework for online portfolio selection. FTRL extends t...

Replicate the Concretum Group trend-following equity strategy and validate the claim that fewer than 7% of trades genera...

Quantify the volatility risk premium (VRP) through a long volatility ETN strategy, and determine whether the VRP premium...

Design and validate a short-term (5-minute) mean reversion signal specifically intended as a tactical alpha overlay — a ...

A 2020–2024 study of FOMC, CPI and NFP events. Selected release buckets show persistent 20-session effects, while overlapping horizons and small samples keep the findings exploratory.

Identify and classify the six fundamental market cycles that determine strategy profitability. Build a unified framework...