Research
Research
Two working papers on the boundaries of statistical edge in systematic trading. Pick one.
SSRN 6636018 · permutation testing
Predictive Value of Within-Strategy Permutation Tests for Forward Selection
Whether acting on within-strategy Monte Carlo permutation tests improves forward strategy selection, across 437,911 strategy configurations and over 6 billion permutations on nine instruments spanning three asset classes.
Read the study27 chains · DEX-only
No Edge Without Information
Whether a long-only, realistically-costed trader has any price-based edge in decentralized-exchange-only coins, with interactive in-browser demos. Working paper; SSRN forthcoming.
Read the studySystems · Open source
A Reproducible Walk-Forward Backtester
A backtester built twice, a Python reference and a Rust port that agree to within a thousandth, with walk-forward optimisation, regime segmentation, and robustness stress testing built in.
Read the study