Academic Foundations
Every model starts with peer-reviewed research from established finance journals, SSRN working papers, and NBER studies. We implement published findings rather than inventing proprietary signals without empirical grounding.
Quantitative Research
Systematic
Investment
Models
About
Research-driven models for systematic investors
We build quantitative investment models grounded in peer-reviewed academic research. Open methodology. Publicly verifiable data. Systematic validation. 33 models spanning risk management, portfolio construction, macroeconomic analysis, and factor strategies.
33
Models
6
Disciplines
2019
Founded
Our Models
Six Disciplines
Risk Management
Crisis detection, volatility management, capital preservation.
Portfolio Models
Multi-asset allocation with regime detection and systematic rules.
Market Intelligence
Fund flows, institutional positioning, market sentiment.
Macro Analysis
Central bank policy, credit conditions, economic cycles.
Technical Systems
Statistical momentum and mean-reversion strategies.
Asset Models
Fundamental drivers of commodities and currencies.
What Sets Us Apart
Our Principles
Rigorous Validation
Out-of-sample testing, walk-forward analysis, combinatorial purged cross-validation, permutation testing, and parameter sensitivity analysis. Models that fail any gate are discarded regardless of backtest performance.
Full Transparency
Free models are open-source on TradingView. Portfolio models publish daily allocations through automated pipelines. All data sources are public. Results and limitations are documented alongside each model.
Independence
No external funding, no conflicts of interest. We build tools for investors who value systematic approaches over narratives. Revenue comes from the quality of work, not from selling trades or order flow.
Methodology
Development Pipeline
01
Research
Peer-reviewed sources, published empirical findings
02
Hypothesis
Signal formalization, expected mechanism definition
03
Backtest
Walk-forward, out-of-sample, parameter sweeps
04
Validation
CPCV, permutation, bootstrap, noise injection
05
Publication
Open-source code, documentation, live monitoring
Research
Recent
Recent
Publications
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Discover
Our Models
25+ free quantitative models on TradingView. 7 portfolio strategies with daily-updated dashboards.