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Research & Methodology

Published studies, methodology articles, and research notes. Technical depth for practitioners.

Market Structure

Meta-order decay in megacap equities

Oct 2026

Intraday liquidity fragmentation patterns

Sep 2026

Spread dynamics under volatility clustering

Aug 2026

Statistical Validation

Walk-forward testing: avoiding lookahead bias

Oct 2026

Bootstrap significance in small-sample backtests

Sep 2026

Overfitting controls for intraday strategies

Jul 2026

Execution Research

Slippage modeling in high-liquidity names

Sep 2026

Fill quality under varying volatility regimes

Aug 2026

Execution timing and market impact decay

Jul 2026

Regime Analysis

Regime-sensitive mean reversion parameters

Oct 2026

Volatility clustering and strategy adaptation

Aug 2026

Market stress response in systematic portfolios

Jun 2026