Research & Methodology
Published studies, methodology articles, and research notes. Technical depth for practitioners.
Market Structure
Meta-order decay in megacap equities
Oct 2026Intraday liquidity fragmentation patterns
Sep 2026Spread dynamics under volatility clustering
Aug 2026Statistical Validation
Walk-forward testing: avoiding lookahead bias
Oct 2026Bootstrap significance in small-sample backtests
Sep 2026Overfitting controls for intraday strategies
Jul 2026Execution Research
Slippage modeling in high-liquidity names
Sep 2026Fill quality under varying volatility regimes
Aug 2026Execution timing and market impact decay
Jul 2026Regime Analysis
Regime-sensitive mean reversion parameters
Oct 2026Volatility clustering and strategy adaptation
Aug 2026Market stress response in systematic portfolios
Jun 2026