Studies and paper trading
The public record includes historical simulations, a selected US equity paper portfolio and studies of trading costs and liquidity. Each is labelled so you can see what was tested and what the result can tell you.
- Leading public case
- US equity market-neutral
- Forward record
- Recorded broker simulation
- Historical research
- Modelled separately
- Implementation work
- Whole-book hourly study
Published work
The paper record and historical studies are available below, along with their methods and limitations.
01Continuing paper recordFollow the broker-simulation series, recorded-mark drawdown, continuity notes and downloads.Recorded
02Selected equity programmeSee how portfolio construction, modelled history and forward paper observation connect.Leading case
03Equity implementation researchReview portfolio execution schedules, modelled trading costs and a separate reconstruction of the study.Figures published
04Wider research programmeExplore the distinct roles and current stages of research across markets.Six programmes
Evidence boundary. Public evidence is research-only and does not represent a live investor track record.
Research methods
Read about the tests behind these results and the other markets under study.