Projects
The engines and live systems behind the research. Each page explains what the system does, how it is built, what it does not show, and links its code.
SEC EDGAR, XBRL and Bloomberg fundamentals dated to the second the SEC accepted each filing. Four independent layers enforce the cutoff, and any violation fails at parse time rather than months later inside an inflated backtest. Survivorship-free, 65 tests.
A walk-forward regime-switching fundamental strategy on ChronoFund data, 2008 to 2026, net of 2/15 fees. Fama-French five-factor attribution reports alpha decay rather than hiding it: 8.37% (t = 2.73) in 2008 to 2017, fading to an insignificant 2.42% over the full period.
Infers the risk-neutral density of SPY same-day options and runs a scheduled live paper-trading loop. Every decision is a pure function of an as-of timestamp, and a test proves past decisions cannot change when future data is appended.
Sizes Polymarket and Kalshi binary contracts with Kelly on an empirical-Bayes win probability whose prior is a zero-edge bet, so no evidence means no position. Deterministic replay audits every strategy change; 64 tests with CI.
Research
Concentrated sectors co-move less with the rest of the market: a one-point rise in top-three share lowers monthly R² by 0.75 points (permutation p = 0.04), though concentration does not explain why markets disconnected.
Naive inflation-regime conditioning overfits; empirical-Bayes shrinkage fixes it in the US, UK and Germany, and a blend with a market proxy reaches log-loss 1.056 and a 72.7% hit rate.
