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.
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Latest notes
Quantitative research notes on markets, factors, risk, and systematic strategies — ordered by publication date.
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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.
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Sky Harbour Group (SKYH) Aviation Infrastructure — Equity Research
Sky Harbour Group (NYSE: SKYH) is developing a nationwide network of private jet hangar campuses, posting 56% revenue growth and 86.77% gross margins. Despite a…
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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.
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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…
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SEC What Changed: 10-K Filing Snapshot for 3 June 2026
A ranked snapshot of 10-K language changes for companies that filed annual reports on 3 June 2026.
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