We research, test and document systematic investment strategies using rigorous methods, realistic assumptions and transparent analysis.
Featured research
Research notes, working papers and technical studies documenting hypotheses, methods, evidence, robustness and limitations.
View all researchA structured research programme covering 14 systematic-equity alpha families under one common validation framework. The roadmap defines the hypotheses, parameter spaces, portfolio constructions, failure conditions and validation requirements for strategies ranging from momentum and mean reversion to statistical arbitrage, volatility, seasonality and regime-switching models.
A mass-experiment framework for investigating whether short-horizon equity-price dislocations produce robust and investable reversal alpha. The study covers 20 signal families, 232 causal signal specifications and 13,920 configurations under consistent execution, portfolio construction, transaction-cost and walk-forward validation rules.
An investigation of whether long-horizon equity losers become investable only after objective stabilization. The research evaluates 1,500 pre-specified experiments using next-open execution, walk-forward out-of-sample testing, parameter-neighbour analysis, cost stress, multiple-testing correction and an explicit audit of the strategy’s 2022 all-cash behaviour.
Research programme
Our work spans systematic strategies, portfolio construction, market behaviour, validation and the infrastructure required to move research toward implementation.
Momentum, mean reversion, contrarian, trend, carry and cross-sectional methods.
Portfolio construction, diversification, volatility, exposure, drawdown and risk constraints.
Walk-forward testing, out-of-sample evaluation, parameter stability, multiple-testing controls and model-risk analysis.
Data pipelines, reproducible experimentation, monitoring, execution assumptions and research governance.
Research methodology
We distinguish exploratory historical evidence from prospective validation and report limitations alongside results.
Ideas are specified before interpretation, tested under realistic assumptions and subjected to out-of-sample and robustness analysis before prospective evaluation.
MethodologyAbout QRD
Quant Research Desk is an independent quantitative research initiative focused on systematic strategies, market behaviour, portfolio construction, validation and research infrastructure.
Research archive
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