ResearchFebruary 2026
Multi-Factor Alpha in a Regime-Shifting Market
How adaptive signal combination improves portfolio performance across varying macro environments, and why static factor weights fail during regime transitions.
8 minComing Soon
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We share selected research notes and market perspectives that illustrate our investment process and thinking. Our research culture is the foundation of everything we do.
TechnologyJanuary 2026
Walk-Forward Backtesting: Avoiding the Overfitting Trap
Our approach to out-of-sample validation using rolling walk-forward windows, and why traditional backtests systematically overstate expected returns.
6 minComing Soon
Market CommentaryJanuary 2026
Yield Curve Dynamics and Sector Rotation Signals
Analyzing the relationship between yield curve shape and cross-sector return dispersion, with implications for factor allocation in the current macro regime.
5 minComing Soon
ResearchDecember 2025
The Information Coefficient: Measuring Factor Predictability
A deep dive into how we measure and track the predictive power of each alpha factor, and how IC dynamics inform our adaptive weighting system.
10 minComing Soon
TechnologyDecember 2025
NLP Sentiment Analysis for Financial Markets
How domain-specific language models outperform general-purpose models in financial sentiment classification, and our approach to building a real-time sentiment pipeline.
7 minComing Soon
Market CommentaryNovember 2025
Credit Spreads as a Leading Indicator of Equity Risk
Historical analysis of credit spread dynamics as predictors of equity market drawdowns, and how we incorporate this signal into our macro factor framework.
6 minComing Soon
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