Research Desk
Quantitative Research Desk
lf0 publishes quantitative research on markets, factors, risk, allocation, and strategy design – with clear assumptions, transparent methodology, and practical takeaways.
No hype. No stock tips. Just structured quantitative research.
Independent quantitative research
Transparent assumptions
Backtest-aware analysis
Factor and allocation studies
Built for systematic investors
Selected research notes that define the lf0 approach: hypothesis-driven, data-aware, and focused on what survives real-world implementation.
A guided path through the core ideas behind systematic investing, quantitative testing, and research interpretation.
Learn what a backtest can show, what it cannot prove, and where false confidence enters.
A plain-English guide to value, momentum, quality, carry, trend, and diversification.
How individual signals become portfolios, and why sizing, turnover, and risk control matter.
Research is organized by question, not by publication date. Use the library to find ideas by topic, asset class, method, or implementation problem.
Evidence on persistent return drivers across markets.
Time-series and cross-sectional momentum research.
Portfolio construction, diversification, and regime-aware allocation.
Drawdowns, volatility, correlation, tail risk, and portfolio fragility.
Inflation, rates, growth, liquidity, and market regime studies.
Academic and practitioner anomalies tested with skepticism.
Applied ML, forecasting, feature design, and model risk.
Costs, turnover, slippage, capacity, taxes, and practical constraints.
Every research note should make its assumptions visible. The goal is not to prove that a strategy works, but to understand when, why, and under what constraints it may fail.
Recent notes from the lf0 research archive.
Topic / Asset Class / Method / Research Type
Receive occasional research notes on systematic investing, factor behavior, portfolio design, and market evidence.
No promotional noise. Unsubscribe anytime.