Tag: quant-research
Concepts
- A Standard Research Report Artefact
- Academic Cost Assumptions vs Real Costs
- Alpha Capture Programmes
- API Design for Research Libraries
- Blind Analysis: Hiding the Answer From Yourself
- Buffering and No-Trade Bands
- Caching Strategies for Research Compute
- Conditioning on Cross-Sectional Dispersion
- Confirmation Bias at the Research Desk
- Data Lineage and Provenance
- Defining Success Criteria Before You Look
- Definition Mismatches That Break a Replication
- Equity Curves That Mislead
- Estimating How Long a Research Project Will Take
- Getting a Useful Trial Sample
- Golden Datasets for Research Regression Tests
- Hindsight Bias and Narrative Fitting
- Hit Rate vs Payoff Asymmetry
- Holdout Discipline and the Sealed Sample
- How Close Is Close Enough in a Replication?
- How Much History Do You Actually Need?
- How Quant Research Teams Are Organised
- Calibrating A Market Impact Model
- Incremental Recomputation When Data Updates
- Incremental vs Moonshot Research Bets
- James-Stein Shrinkage of Alpha Forecasts
- Job Schedulers for Research Workloads
- Keeping a Data Inventory Researchers Will Use
- Splitting Time Between Maintenance and New Alpha
- Mapping a Vendor Dataset to Your Universe
- Memoising Expensive Signal Computations
- Null Results and Why They Are Worth Keeping
- Onboarding a Bought Dataset Into Production
- Ordering Your Tests Cheapest-Kill-First
- Overlapping Forecast Windows and What They Break
- Panel, Cross-Section or Event Stream?
- Parallelising a Parameter Sweep
- PII and Anonymisation Checks Before Onboarding
- Pod vs Centralised Research Models
- Pre-Empting the Obvious Objections
- Questions to Ask a Data Vendor
- Reading a Vendor's Own Backtest
- When Two Models Disagree
- Renewing or Cancelling a Data Subscription
- Research Debt and Why It Compounds
- Structuring a Research Project Directory
- Research Sprints and Timeboxing
- Running a Research Review Meeting
- Scoring Research Ideas by Expected Value
- Seasonality and Day-of-Week Effects in Raw Feeds
- Sequential Orthogonalisation of a Signal Set
- Sharing Research Artefacts Across a Team
- Shrinking Blend Weights Toward Equal
- Signal Sign Conventions
- Signal Staleness and Refresh Frequency
- Tail Clipping in Signal Construction
- Sizing Research Compute and Its Cost
- SSRN, Working Papers and Preprint Risk
- Sunk Cost in Research Projects
- Taking a Research Request From a Trader
- Tearsheets and Standard Diagnostic Panels
- The Garden of Forking Paths
- The Quick-and-Dirty First Pass
- The Researcher-PM Contract: Who Decides What
- A Signal Registry: Cataloguing What Exists
- The Term Structure of Forecasts
- The True Cost of a False Positive Strategy
- Time Budgeting Across Parallel Projects
- Trading the Change, Not the Level
- What a Quant Researcher Actually Does All Day
- What Papers Leave Out
- When a GPU Actually Helps Quant Research
- Writing a Research Brief Before You Start
- Writing So the Next Researcher Can Pick It Up