Systematic Trading Research

Rule-based strategies built from a stated hypothesis, measured against costs and execution delay, and validated out of sample before any capital is committed.

Focus

Signal research with pre-stated hypotheses
Order-book and microstructure models
Execution cost and capacity
Out-of-sample validation discipline

Publications & tools

Coming soon. Write-ups, notebooks, and tools from this research line will be published here.

Learn the groundwork

Hawkes Processes & Market Microstructure→Quantitative Decision & Markets→