Research · six market areas
Research in progress.
Equities has the most developed public record. Other studies retain exploratory and unsuccessful findings, with their evaluation assumptions.
Markets under study
1Systematic equitiesDiversified long/short equity portfolio research.Leading public programme2Digital assetsAsset-specific one-hour research across liquid digital markets.Active hourly research3Equity indicesMarket-level signals, breadth and portfolio-risk context.Exploratory research4Macro and FXCurrency and cross-asset research under separate frequency rules.Validated data · exploratory research5Options and volatilityEarly-stage empirical research across equity and digital options data.Initial studies complete
Planned work: credit and rates
Initial work would separate duration, spread, carry and liquidity using liquid proxies. Context data exists; there is no substantive standalone study or paper record yet.
Methods and results
Read how we test ideas, review the published results or learn about working with PSIM.
1ApproachData checks, tests on unseen periods and paper trading.Methods
2Public evidenceFollow the selected equity case from modelled history to its recorded paper series.What is visible
3ImplementationStudies of trading costs, liquidity and portfolio size.Studies
4PartnershipsWays to work together on research and its development.Contact
5Research notesSix research notes on statistical evidence, execution costs, drawdown, price models, tail risk and rough volatility, with difficulty levels and reproducible synthetic examples.Read the notes
Questions about the research?
Get in touch if you would like to discuss a study or ask about its methods and results.