Information Coefficient (IC): How to Measure Quant Signal Skill
The Information Coefficient (IC) measures how well a quant signal’s forecasts predict realized returns — rank vs Pearson IC, the link to the…
Quantitative Signal Research
In-depth explainers on signal attribution, alpha decay, market microstructure, and the methods quant teams use to keep their edge — sourced, and written for people who actually run the models.
The Information Coefficient (IC) measures how well a quant signal’s forecasts predict realized returns — rank vs Pearson IC, the link to the…
The Information Ratio (IR) measures active return per unit of active risk — how reliably a strategy beats its benchmark. What counts as a go…
Factor decay is the tendency of documented factor premia — value, size, momentum — to weaken once they are published and crowded. What the M…
Statistical arbitrage is a family of market-neutral strategies that profit from temporary, statistically identified mispricings between rela…
Pairs trading is the canonical statistical-arbitrage strategy: find two cointegrated securities, trade the spread between them when it diver…

Discover how trading signals lose their edge over time and what savvy investors can do to stay ahead.
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Pairs trading is the canonical statistical-arbitrage strategy: find two cointegrated securities, trade the spread between them when it diver…
Statistical arbitrage is a family of market-neutral strategies that profit from temporary, statistically identified mispricings between rela…
Factor decay is the tendency of documented factor premia — value, size, momentum — to weaken once they are published and crowded. What the M…
The Information Ratio (IR) measures active return per unit of active risk — how reliably a strategy beats its benchmark. What counts as a go…
The Information Coefficient (IC) measures how well a quant signal’s forecasts predict realized returns — rank vs Pearson IC, the link to the…

Performance and signal attribution frameworks decompose quantitative portfolio returns into the contribution of each signal, factor exposure…

A disciplined methodology for discovering trading signals: economic rationale, out-of-sample testing, and correcting for the multiple-testin…

Peel back the layers of market impact and signal decay to discover how savvy traders maximize profits while minimizing footprints.

Brokers face strict regulatory hurdles in signal trading, but what makes these rules so crucial for market stability?