Introduction
An introduction to PSIM.
PSIM is an independent quantitative research project. It studies how market information becomes portfolio decisions, and what survives testing and trading costs.
What you can inspect
The most developed public work is a US equity market-neutral study, a separate broker paper record and a whole-portfolio execution study. Other market pages retain unsuccessful findings as well as open questions.
How the work is tested
Decisions use information available at the time, parameters are selected before later evaluation periods, and costs and execution delays are tested explicitly. Historical simulation, paper trading and live execution answer different questions; the current equity record is historical and paper evidence.