research streams

selected research

2018-2026 / post-cost studies

portfolio / historical backtest

37.7%

backtest CAGR

arbitrage / shadow research

13 / 13

positive OOS folds

portfolio: historical four-asset backtest, 25 bps modeled costs; not expected apy or a forecast. arbitrage: 182 OOS days, 2,429 post-cost shadow-candidate trades; research only.

portfolio

exposure, drift, balance

systematic strategies that read the market's regime and size exposure to match it.

arbitrage

spread, latency, convergence

market-neutral strategies that capture pricing dislocations across venues.