Insights
From the research desk.
Notes on systematic strategies, market microstructure and the data behind them.
22 Oct 2026Microstructure
Order Book Pressure Signals: A Practical Guide
Read article (opens in a new tab)30 Sep 2026Markets
Beyond Wall Street: Japan and China Between AI and Quantitative Strategies
Read article (opens in a new tab)25 Aug 2026Markets
5% Treasury Yields Send Shocks Through Wall Street: The Cost of Capital Weighs on AI Once Again
Read article (opens in a new tab)12 Aug 2026Markets
The Situational Awareness Collapse: What Extreme Leverage Does to a Concentrated AI Portfolio
Read article (opens in a new tab)21 Jul 2026Markets
When the Market Stops Listening: How Traders Learned to Filter Trump's Rhetoric
Read article (opens in a new tab)9 Jul 2026System design
Backtest Overfitting: A Hypothesis-First Alternative for Quant Traders
Read article (opens in a new tab)5 Mar 2026Strategies
Unlocking the Edge: a Joint Embedder Approach to Volatility Prediction
Read article (opens in a new tab)3 Jul 2025Strategies
Dynamic Hedging Strategies and Risk Management in Derivatives
Read article (opens in a new tab)2 Jun 2025Markets
Is Buybacks Leverage an Unseen Double-Edged Sword?
Read article (opens in a new tab)26 May 2025System design
A Matter of Time: Including Seasonal Components in your Models
Read article (opens in a new tab)Have a strategy question?
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