Research Process
From hypothesis to live validation.
Once a signal meets the scientific standard, it moves through a production path: define the claim, test portfolio interaction, expose execution frictions, and keep monitoring whether live behaviour still deserves risk.
01
Research & Signal Generation
Define the hypothesis and the evidence needed to reject it. Promising patterns then face out-of-sample tests.
02
Portfolio Construction
Combine signals by contribution, correlation, capacity, and implementation cost — improving the whole book after constraints.
03
Execution & Risk Control
Size exposure against liquidity, market regime, slippage, and operational constraints — tied to the original evidence.
04
Continuous Validation
Compare live behaviour with expected distributions and retire weak assumptions before increasing risk.