Research
Permutation testing
SSRN 6636018
DEX-only study
SSRN 6858778
World Cup markets
SSRN 6955879
Maker adverse selection
SSRN 7022599
Aave liquidation risk
SSRN 7157638
Quant Research Framework
Paper in progress
Research Review
Articles
When line coverage lies
A topological way to build portfolios
What “1.6 million strategies” actually means
Edge is in the Process
Lab
Eigenspectrum of the strategy correlation matrix
Sparse signal detection with FDR control
Persistence barcodes on strategy structure
Peaks-over-threshold and pairwise tail-coupling
Decomposing the IS-OOS Sharpe gap
Does in-sample smoothness predict out-of-sample skill?
PCA + UMAP geometry of the strategy population
Hidden-Markov regime segmentation
Universe-saturation of minimum-variance portfolios
New Projects
Topological Data Analysis in Quantitative Trading
Quant Research Framework
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