Research
Every research paper we have written up, newest paper first. New arrivals are screened automatically for topical fit with systematic trading; the ones that clear it are read, written up, and — where the idea is testable on our data — backtested. Particular focus on alpha hypotheses that can be formalised and tested. The Radar also covers portfolio construction, market risk and execution where the research is directly relevant to systematic investment processes. Follow new entries by RSS.
16,915 papers screened · 588 on the radar · 9 shown
The rapid advancement of generative artificial intelligence has catalyzed a paradigm shift in quantitative finance, transitioning from traditional point forecasting toward comprehensive financial time-series generation (FTSG) across extrapolation, imputation,…
networks and Transformer models for financial volatility forecasting, with specific applications to the CBOE Volatility Index (VIX) and cryptocurrency markets (Bitcoin, Ethereum).
OUR BACKTEST · Sharpe -0.03 · Return -1.8% · Max DD -19.0%
Market microstructure studies how trading rules turn orders into prices and allocations.
Abstract Although investor contribution is central to impact investing, research offers limited and fragmented evidence on whether and how investors can influence company-level social and environmental outcomes.
Artificial intelligence (AI) now supports investment workflows from data and prediction through research, portfolios, execution, and tool use. Technical capability, however, is not evidence of investment profitability.
Quantitative trading is moving from isolated predictive models toward agentic workflows that combine reasoning, tool use, memory, and feedback.
Diffusion generative models have rapidly emerged as powerful tools for modeling complex financial data.
OUR BACKTEST · Sharpe 0.53 · Return +79.3% · Max DD -50.5%
Examining the economic impact of noise pollution from a lens of household is a burgeoning field in the study of environmental sustainability.