Statistical Modeling
Development and validation of statistical models for financial data analysis. Spans regression frameworks, distributional modeling, and multi-factor decomposition with emphasis on out-of-sample robustness.
Research & Methodology
Systematic, data-driven research on quantitative methodology, market structure, and screening frameworks. All published research represents historical analysis — not personalized guidance.
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Latest research
Recent articles across all active series, ordered by publish date.
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Free42 articles
~7 minFree
Six Frozen Windows, Graded~5 minFree
The Fed Got Good News. The Ten-Year Didn't Care.~4 minFree
Bitcoin and Ether Passed. Gold Didn't.~6 minFree
The Obvious Trade Didn't Pay~4 minFree
I Was Wrong on the Fed. The Window Wasn't.~5 minFree
I Missed Headline CPI. I Still Expect a Hold.Plus50 articles
~3 minPlus
Market Structure Weekly -- Week of September 28, 2026~3 minPlus
Market Structure Weekly -- Week of September 21, 2026~3 minPlus
Market Structure Weekly -- Week of September 14, 2026~8 minPlus
An Adjusted Close Is a Modeling Decision~3 minPlus
Market Structure Weekly -- Week of September 7, 2026~10 minPlus
When the Data Changes, Keep the Original JudgmentPro68 articles
~4 minPro
Pro Helios Attention Delta -- October 2, 2026~4 minPro
Pro Helios Attention Delta -- October 1, 2026~4 minPro
Pro Helios Attention Delta -- September 30, 2026~3 minPro
Pro Helios Attention Delta -- September 29, 2026~4 minPro
Pro Helios Attention Delta -- September 28, 2026~4 minPro
Pro Helios Attention Delta -- September 25, 2026Methodology Notes
Methodology Notes
Deep dives into the assumptions, biases, and validation techniques that determine whether systematic research holds up outside the backtest.
30 articles · latest 2026-09-12
PlusMethodology Notes··~8 min
An Adjusted Close Is a Modeling Decision
The adjustment basis, the vendor's conventions and the historical membership rule decide which price history a result describes. None of them is a neutral cleaning step.
PlusMethodology Notes··~10 min
When the Data Changes, Keep the Original Judgment
A revised observation, a corrected calculation and a narrower interpretation need different records. Preserve the original information set without hiding what changed.
FreeMethodology Notes··~10 min
Validation Backfill After Retirement: Completing the Record Without Rewriting History
Late evidence can strengthen a retired framework's archive, but only when the original decision, evidence-availability dates, missing observations, and reconstruction limits remain visible.
Market Structure Weekly
Market Structure Weekly
Weekly observations on volatility, breadth, rotation, and correlation. Scanner-informed, not prediction-based.
30 articles · latest 2026-10-02
PlusMarket Structure Weekly··~3 min
Market Structure Weekly -- Week of September 28, 2026
A weekly review of volatility, participation, sector rotation and cross-asset co-movement across a fixed panel of public-market proxies.
PlusMarket Structure Weekly··~3 min
Market Structure Weekly -- Week of September 21, 2026
A weekly review of volatility, participation, sector rotation and cross-asset co-movement in a fixed public-market proxy panel.
PlusMarket Structure Weekly··~3 min
Market Structure Weekly -- Week of September 14, 2026
A weekly review of volatility, participation, sector rotation and cross-asset co-movement in a fixed public-market proxy panel.
Market Context Notes
Market Context Notes
Medium-form studies of macroeconomic releases, policy events, earnings concentration, and the market structure reaction around them.
30 articles · latest 2026-10-02
FreeMarket Context Notes··~7 min
Six Frozen Windows, Graded
The stress came when the dates said it would. Gold didn't follow the script, and late September never got the conditions the path asked for.
FreeMarket Context Notes··~5 min
The Fed Got Good News. The Ten-Year Didn't Care.
Core inflation came in below forecast, on a new ruler. Jobs came in weak. An October hike now looks much less likely. Long yields rose anyway.
FreeMarket Context Notes··~4 min
Bitcoin and Ether Passed. Gold Didn't.
Last Friday I set three tests and said I'd check them after today's close. The two crypto tests were passed by Wednesday. Gold broke the line I said would weaken my read.
Systematic Outlooks
Systematic Outlooks
Delayed and sanitized Helios or Athena observations, technical expectations, lifecycle tracking, and later outcome reviews.
66 articles · latest 2026-10-02
ProSystematic Outlooks··~4 min
Pro Helios Attention Delta -- October 2, 2026
A delayed archive review of which names stayed in the selected five and how their mention and unique-source counts moved, with lagged historical context and unresolved evidence limits retained.
ProSystematic Outlooks··~4 min
Pro Helios Attention Delta -- October 1, 2026
A delayed archive comparison of selected-five attention membership and source breadth, with lagged historical context and unresolved evidence gaps left in place.
ProSystematic Outlooks··~4 min
Pro Helios Attention Delta -- September 30, 2026
A delayed archive review of changes in selected-five membership and unique-source breadth, with lagged historical context and unresolved evidence limits retained.
Causal Macro Research
Causal Macro Research
Mechanism-first macro research built around transmission paths, counterfactuals, frozen scenarios, falsifiers, and out-of-sample comparison.
1 article · latest 2026-08-20
Astro-Macro Outlooks
Astro-Macro Outlooks
Timestamped macro scenarios with separately labeled Western and Eastern astrology timing hypotheses, fixed invalidation rules, and scheduled outcome scoring.
2 articles · latest 2026-08-19
ProAstro-Macro Outlooks··~14 min
Weekly Astro-Macro Outlook -- The August 27 Repricing Window Opens
A frozen Pro research outlook for August 24-30, separating astro intensity from market direction across broad equities, semiconductors, AI, crypto, gold, space, and defense.
ProAstro-Macro Outlooks··~18 min
Before the Outcome: A Frozen East-West Macro Outlook for Equities and Gold
A timestamped 2026-2031 research record with macro evidence first, astrology timing hypotheses second, and fixed rules for judging what happens next.
Scanner Digest
Scanner Digest
Periodic summaries of notable scanner output patterns and statistical observations.
1 article · latest 2026-05-15
Research Areas
Core research domains spanning quantitative finance, statistical inference, and systematic methodology.
Time Series Analysis
Research into temporal dependencies, regime detection, and forecasting methodologies applied to financial time series. Includes autoregressive models and non-stationary process identification.
Market Microstructure
Quantitative study of market mechanics, order flow dynamics, and liquidity measurement. Focuses on execution costs, price formation, and structural characteristics of electronic markets.
Systematic Methodology
Design and evaluation of rules-based research frameworks. Includes backtesting methodology, walk-forward validation protocols, and statistical robustness assessment.
Upcoming membership tiers will include weekly research notes and extended scanner outputs.
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