Quant Research Desk
Independent research on markets, models, backtests, and applied AI.
Long-form notes, empirical tests, and implementation memos for readers who prefer transparent assumptions over market commentary.
Research
Quantitative research notes on markets, factors, risk, and systematic strategies — ordered by publication date.
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Sky Harbour Group (SKYH) Aviation Infrastructure — Equity Research
Sky Harbour Group Corp (SKYH) holds a strong economic moat in aviation infrastructure. With a focus on high-demand markets, it ensures stable revenue through long-term leases.
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PBands Lower Band Mean Reversion Long Only — Backtesting Analysis
PBands Lower Band Mean Reversion Long Only — Backtesting Analysis Backtest period: 2016-01-01 to 2020-01-01 | Universe: XLP | Engine: quantstrat (R) — Strategy Overview My hypothesis was that consumer…
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XLF: Momentum, Mean Reversion, or No Trade?
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SPY: Momentum, Mean Reversion, or No Trade?
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NVDA: Momentum, Mean Reversion, or No Trade?
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XLP: Momentum, Mean Reversion, or No Trade?
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