Quant Research
Alpha research pipeline, factor analysis, hypothesis testing, and strategy prototyping.
Active Projects
5
Live Factors
3
Avg IC
0.083
Total Factors
6
Research Pipeline
6 projects
Cross-Asset MomentumAlpha
Crypto momentum spills over from BTC to alts with a 2-4h lag
Progress72%
IC
0.08
Sharpe
1.9
Updated 2h ago
Funding Rate Mean ReversionAlpha
Extreme funding rates predict short-term reversals in perps
Progress85%
IC
0.12
Hit Rate
61%
Updated 4h ago
Volatility Regime ClassifierML
HMM-based regime detection improves signal timing
Progress58%
Accuracy
74%
F1
0.71
Updated 1d ago
Tail Risk HedgingRisk
Dynamic put allocation reduces max drawdown by 40%
Progress100%
DD Reduction
38%
Cost
1.2%/yr
Updated 3d ago
Optimal Execution TWAPExecution
Adaptive TWAP slicing reduces slippage vs naive TWAP
Progress45%
Slippage
-22%
Completion
98%
Updated 6h ago
Whale Flow AlphaAlpha
Large exchange inflows predict 12h sell pressure
Progress34%
IC
0.05
Coverage
18 coins
Updated 1d ago
Alpha Factors
6 factors
EMA Cross MomentumLive
IC: 0.09Sharpe: 2.1TO: 15%
RSI Mean ReversionLive
IC: 0.07Sharpe: 1.8TO: 32%
Volume BreakoutLive
IC: 0.11Sharpe: 2.4TO: 8%
Funding Rate SignalTesting
IC: 0.12Sharpe: 1.6TO: 28%
Cross-Asset BetaTesting
IC: 0.06Sharpe: 1.4TO: 12%
Whale Flow ScoreResearch
IC: 0.05Sharpe: 1.1TO: 22%
Research Metrics
Avg Sharpe1.73
Avg Turnover19.5%
Best IC0.12
Hypothesis Hit Rate67%
Avg Research Cycle12 days