Quantitative Signal Research

Finding, measuring, and protecting alpha signals.

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.

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Latest research

Research Methodology in Signal Discovery
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…

5 min read
Market Impact: Managing Signal Decay
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.

13 min read
Performance Metrics for Signal Evaluation
Market Analysis

Performance Metrics for Signal Evaluation

The metrics that actually tell you whether a trading signal works: information coefficient, Sharpe and information ratio, drawdown, and sign…

5 min read
High-Frequency Vs Low-Frequency Alpha Signals
Market Analysis

High-Frequency Vs Low-Frequency Alpha Signals

How high-frequency and low-frequency trading signals differ on decay, capacity, cost, and infrastructure — and how to choose the right horiz…

5 min read
Liquidity Analysis in Signal Generation
Market Analysis

Liquidity Analysis in Signal Generation

How advanced liquidity analysis transforms trading signals into profitable opportunities, unlocking hidden market dynamics that most traders…

11 min read