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RESEARCH / BLOG

Research notes

Short essays on market research, data quality and execution.

Research note 01

Why a statistically real signal can still be untradeable

Prediction, execution and economics.

Read →Research note 02

Market microstructure as a state sensor

Useful information does not always mean directional alpha.

Read →Research note 03

When sequence models are worth the effort

How to justify LSTM, TCN or Transformers.