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
Latest notes
Quantitative research notes on markets, factors, risk, and systematic strategies — ordered by publication date.
-
SEC What Changed: 10-K Filing Snapshot for 5 June 2026
A ranked snapshot of 10-K language changes for companies that filed annual reports on 5 June 2026.
-
SEC What Changed: 10-K Filing Snapshot for 4 June 2026
A ranked snapshot of 10-K language changes for companies that filed annual reports on 4 June 2026.
-
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 staples can drift too…
Subscribe
Notes when the evidence changes.
Long-form notes, backtest releases, and methodology memos — free, no noise.
Double opt-in · unsubscribe anytime · no advice
