Drawdown across fold boundaries
Follow a portfolio peak across evaluation periods and see how resetting the account can hide part of a loss.
Read the drawdown example →
Independent quantitative research · Switzerland
Systematic investment research.
PSIM develops and tests investment strategies in Switzerland. We study market data, build portfolio rules and examine how they hold up on later, unseen periods.
The public work includes historical simulations and a separate paper-trading record, with the assumptions and limitations explained alongside the results.
The paper record
This chart follows the selected US equity paper portfolio from June 2026. It contains recorded broker-simulation values, with gaps left visible.
The historical study rebalances on a schedule; the paper record follows a fixed June portfolio. Neither is a live investor track record.
Selected US equity paper seriesIndexed to 100 at the first recorded observation
Paper trading · no investor capitalLoading current paper-series data
Research notes
Work through the methods.
Five papers on testing ideas, accounting for trading costs and measuring portfolio risk. Each has worked examples, reproducible code, and guidance on difficulty and audience. All examples use invented inputs.
Testing incremental evidence
Understand benchmark choice, paired comparisons and multiple testing after a strategy screen.
Read the evidence example →When covariance is not enough
Compare loss tails and explore how expected shortfall can change a portfolio allocation.
Read the tail-risk paper →Get in touch
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