Systematic research

Quantitative methods for studying market structure, regime change, relative value and robust financial time series.

Research design

• Building Effective Models in Real Markets

• From Econometrics to Machine Learning

Regimes and time series

• Detecting Market Regimes with Hidden Markov Models

• The Geometry of Price: Quantitative Pattern Discovery with Soft-DTW in Bitcoin

• Turning Randomness into Predictability

Relative value and execution

• Statistical Arbitrage: Cointegration, Mean Reversion and Model Risk

• ETF Arbitrage: How Creation, Redemption and Price Gaps Work

• Market Microstructure: Why Spikes and Sell-Offs Can Accelerate

Probability and testing

• Bayesian Statistics for Financial Markets and Trading

• Testing an Intraday Reversal Signal for the Next Trading Session

• Where the Momentum Factor Still Works

These examples are educational research, not personalised investment advice. Backtests require point-in-time data, realistic costs and genuinely out-of-sample testing.