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Research

Quant research for funds, desks and allocators. Every figure sourced, every signal tested against luck.

desks
5
desks
measures, each cited
27
measures, each cited
asset classes
2
asset classes
Π01

The desks

Five desks, one standard.

Listed equities, US filers firstdesk EQ

Equity fundamentals

Every figure traced to the filing it came from.

What it measures
  • Earnings quality
    EDGAR financial statements
  • Non-GAAP gap
    EDGAR filings and exhibits
  • Beneish M-Score
    Beneish, 1999
  • Insider purchases
    Cohen, Malloy and Pomorski, 2012
  • Catalyst calendar
    EDGAR full text and event data
Deliverables
  • Company deep dive
  • Earnings quality screen
  • Sector primer
  • Market entry study
  • Thirty-day company brief
Commission equity research
Π02

The measurement, in figures

What the method does to a number that looks like skill.

A headline Sharpe, measured
20 variants · 730 days · seeded
-1.80.01.41.7best of 20 by chance · 1.40headline 1.13
Probability of skill, one test
94.5%
After twenty trials
35.0%

Twenty strategies with no edge. The best looks like skill until it is measured. Run it yourself.

  • 0.9004
    Deflated Sharpe on the published worked example
  • 12,870
    Overfitting splits measured in about one second
  • 1.34
    Best Sharpe among 1,000 strategies with no edge
  • 48,000
    Seeded seasons behind every scoring formula
  • 2
    Independent protocols behind every on-chain close
  • 9
    Invariants the ranking holds under attack
Π03

Commission research

Bring the market and the question. Scope and price are agreed in writing first.

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Research is analysis published for professional readers, never a personal recommendation to buy or sell an instrument.