Inflation did not vanish after a couple of noisy prints. It returned as a regime that…
Category: Alpha Research
Quantitative research from the Axplusb desk: factor models, systematic strategies, backtests and portfolio construction. We publish the reasoning and the evidence behind the signals we trade, including what did not work. Intended for readers who want the method, not just the conclusion.
Advanced Backtesting Techniques for Quantitative Strategies in Uncertain Times
Backtests are memory. They tell us how an idea would have behaved, then tempt us to…
Quantitative ETF Rotation Strategies: Adapting to Inflationary Pressures
Quantitative ETF rotation sounds like a mouthful. In practice, it is a simple idea with strict…
Passive Flows and Price Discovery: What the Evidence Actually Shows
Passive has become the default setting for many portfolios. That shift raises an old question with…
Factor Investing in a World of Changing Economic Dynamics: What to Expect
Factor investing is simple in theory and messy in practice. You target persistent patterns in returns…
Micron Stock Forecasts 66% Upside Amid AI Memory Demand
Bank of America (BofA) has projected a 66% upside for Micron Technology Inc. (NASDAQ: MU), citing…
Factor Investing Explained: How Quant Funds Beat the Market with Data (Structured Edition)
Quant funds did not beat the market by guessing better. They redefined the game as measuring,…
Utilizing AI for Backtesting: How Advanced Algorithms Are Revolutionizing Strategy Validation
The first time an AI-generated scenario broke my favorite strategy, it felt like meeting a mirror…
Exploring the Evolving Landscape of Factor Models and Their Performance in Today’s Markets
Factor models are the kind of finance idea that seem simple until you try to implement…
Leveraging Machine Learning for Enhanced ETF Rotation Strategies
ETF rotation sounds deceptively simple: hold what is working, sidestep what is not, and do it…