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A fun construction. Put super simply: 🟢 = Buy 🔴 = Sell Not going to go into too much of the backend here. You can look at the surface at time t with respect to returns at time t & surface at time
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🚨Look at the Surface Behavior before and during the COVID Drop -> 2022 Bear Market I showed previously the HMM set up and some pitfall. Here is my enhanced version of a Hidden Markov Model. It’s par
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Dark Volatility is the latent field. Consider a volatility cluster. At the core, signal is intense and concentrated. At the edge, it decays, but slowly, with a fat tail that never quite dies. When _
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Suppose Volatility is low and Momentum is stable for example -> when this is the case the market is trapped in “that” regime. I’m not going to focus here on regime classification though, instead somet
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When using models; most people focus on “how it works” and overlook “when it doesn’t work”. As a Quant Researcher we want to identify the flaws in the models and then consider potential solutions to t
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Here is a cool out of sample, walkforward performance of a strategy built around an even cooler mathematical concept called THE GHOST DIMENSION. What on earth is the Ghost Dimension!? Well consider
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One of the strongest models I’ve ever come across and used. It’s played a significant role in being able to gauge when to reduce high beta exposure, especially when it comes to timing the move. The
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Correlation between assets fails to embed sufficient information necessary for adequate portfolio construction. Correlation is NONLINEAR and time dependent in finance. The standard metric works fine b
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High level Hidden Markov Model Breakdown. I tried to fit as much into a 60second reel as I could so there’s perhaps a lot that I missed. I’d say something important not covered would be the differen
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Models I don’t use as a Quant vs models I do use in 2026… Note that the two models I show are 2 out of probably 200+ off the top of my head. The technology is very advanced. Note also that Hidden Mar
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Reality vs Expectation, there’s a reason why there’s a divergence. Many of the “standard” models have inherent flaws that fail to embed sufficient information. This problem propagates across most sta
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PLASMA_Ξ.1 (green line) —> long only vs the benchmark which is the Buy&Hold. The model methodology is targeted towards market shock timing and measuring structural breakdowns. It does this through h
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About @quant_research_decoded

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A Quantitative Researcher (2022-present) pulling back the curtain on True Institutional-Grade Quantitative Models. Curre...

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