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…
10 min read
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Information Ratio (IR): The Scorecard for Active Skill
The Information Ratio (IR) measures active return per unit of active risk — how reliably a strategy beats its benchmark. What counts as a go…
11 min read
Factor Decay: Why Published Factor Premia Fade Over Time
Factor decay is the tendency of documented factor premia — value, size, momentum — to weaken once they are published and crowded. What the M…
10 min read
Statistical Arbitrage: How Market-Neutral Mean-Reversion Strategies Work
Statistical arbitrage is a family of market-neutral strategies that profit from temporary, statistically identified mispricings between rela…
9 min read
Pairs Trading: A Practical Guide to the Cointegration Spread Strategy
Pairs trading is the canonical statistical-arbitrage strategy: find two cointegrated securities, trade the spread between them when it diver…
8 min read
Signal Research & Discovery
Signal Decay Analysis: Understanding Alpha Lifecycles
Discover how trading signals lose their edge over time and what savvy investors can do to stay ahead.
16 min read
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Latest research
Pairs Trading: A Practical Guide to the Cointegration Spread Strategy
Pairs trading is the canonical statistical-arbitrage strategy: find two cointegrated securities, trade the spread between them when it diver…
8 min read
Statistical Arbitrage: How Market-Neutral Mean-Reversion Strategies Work
Statistical arbitrage is a family of market-neutral strategies that profit from temporary, statistically identified mispricings between rela…
9 min read
Factor Decay: Why Published Factor Premia Fade Over Time
Factor decay is the tendency of documented factor premia — value, size, momentum — to weaken once they are published and crowded. What the M…
10 min read
Information Ratio (IR): The Scorecard for Active Skill
The Information Ratio (IR) measures active return per unit of active risk — how reliably a strategy beats its benchmark. What counts as a go…
11 min read
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…
10 min read
Basics
Signal Attribution Analysis: Decomposing Quantitative Portfolio Returns
Performance and signal attribution frameworks decompose quantitative portfolio returns into the contribution of each signal, factor exposure…
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Basics
Research Methodology in Signal Discovery
A disciplined methodology for discovering trading signals: economic rationale, out-of-sample testing, and correcting for the multiple-testin…
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Market Analysis
Market Impact: Managing Signal Decay
Peel back the layers of market impact and signal decay to discover how savvy traders maximize profits while minimizing footprints.
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Market Analysis
Regulatory Framework for Signal Trading
Brokers face strict regulatory hurdles in signal trading, but what makes these rules so crucial for market stability?
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