Topic · Quant Research
← All topicsLiterature & Replication
13 articles · 3 checkpoints · 6 deeper reads · 4 reference notes
A standalone topic: it is on no roadmap, so read it on its own terms.
Every article, in reading order
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An academic paper is written to be published, not to be traded, reading one adversarially means assuming the result is fragile and looking specifically for the choices that made it look stronger than it is, before spending any research budget trying to reproduce it.
Most failed replications aren't failures of the original result, they're the replication using a different universe, a different point-in-time data source, or a different cost model than the paper did, and mistaking that mismatch for disproof.
A paper that survives adversarial reading and replication still isn't a strategy, it's raw material. Turning it into something the book can actually run means re-deriving the signal on tradeable names, costing it honestly, and sizing it to a capacity the desk can live with.
Then the rest