The uncomfortable truth of quant research: most profitable-looking strategies are statistical illusions. That is not our opinion — it is the published record. We write it up in plain language, and as our public ledger fills, its lessons publish here too.
Look-ahead, survivorship, selection under multiple testing — and the statistics that catch them.
METHODOLOGYEvery verdict is a falsifiable prediction. Here is how the public calibration record works, and why we cannot cheat it.
Next in this series: the autopsy reports — popular public strategies run through the full battery on real data with real costs, published with their failure codes. The series grows as the ledger does; the evidence base is already in the methodology.
AlphaAssay