Research notes
Long-form pieces with reproducible figures and interactive simulations. Each article is self-contained: bring a few minutes and a willingness to disbelieve.
1.6M+
Strategies analysed
the firm's full corpus
23M+
Strategy-windows
walk-forward IS / OOS
6
Interactive demos
every figure rebuilt live, in-browser
3.2k
Lines of code
analysis behind the essays
100%
Reproducible
from a public data table
When line coverage lies
A guarded constraint in a zero knowledge circuit is enforced by multiplying it by its selector, so where the selector is zero it is satisfied for free while the code still runs and coverage still turns green.
Continue readingA topological way to build portfolios
Select strategies from the edge of the correlation network, the ones orthogonal to the common market mode, and a thin crypto edge sharpens where chasing Sharpe self-destructs.
Continue readingWhat “1.6 million strategies” actually means
A response to the data-mining objection, how the corpus is built, and what its geometry implies.
Continue readingpairwise |ρ|, peaked near zero
Edge is in the Process
Selection turns a losing pool of 533,638 strategies profitable on 8 of 12 markets.
Continue readingpool loses, selection clears break-even