Daru FinanceDaru Finance
Alpha

Questions,
answered.

Nothing here is for sale.
These are tests of the claims quants repeat to each other.

Each article starts with a hypothesis and a predefined methodology, locked in before the research begins to minimize p-hacking, with relevant variables controlled throughout the analysis to isolate the effect being tested.

Everything we did you can do it yourself, each article contains the exact information required for you to reproduce it on your own computer.

And if you have ideas for me to test, publicly or privately, contact me.

A question for you

Have your beliefs about the market actually been empirically validated?

Below is what has been tested

Didn’t find what you were looking for?

Contact me with a hypothesis you want me to test, publicly or privately.

Reproducible
or it doesn’t ship.

01
One question

Stated in writing before the test runs, in the form a practitioner would ask it at the desk, never a hypothesis retrofitted to a result that already came back.

02
One test

Pre-registered scope, walk-forward out-of-sample, measured spreads and real fees. The registered scope runs to the end whether the early cells look promising or not.

03
The whole answer

Positive, negative or flat null, the result is published with the numbers behind it and enough method to rebuild the study independently.

Who runs this
Daniel
Gatto

Independent quantitative research — systematic strategies, market microstructure, and the statistics of when an edge is real.

Pre-registeredWalk-forwardReal costsMultiple-testing correctedNulls published