Quant Research

Quantitative Forex Research

Systematic research into FX factors, anomalies and relationships.

Research is where an edge is found or ruled out. We treat it as a statistical exercise with a defined hypothesis, a pre-committed test, and a result that is reported whether or not it is the one hoped for.

What this covers

Hypothesis and test protocol agreed before the data is touched
Factor construction, cross-sectional and time-series analysis
Multiple-testing corrections so discoveries are not artefacts of search
Working data and code delivered alongside the written findings

Services in this area

14 pages

Quantitative Forex Research

Structured research programmes with pre-committed protocols.

Forex Alpha Research

Searching for and testing sources of return in FX markets.

Forex Anomaly Research

Testing published and proprietary anomalies for out-of-sample survival.

FX Factor Models

Carry, value, momentum and trend as constructed, testable factors.

Multi-Factor FX Models

Combining factors with attention to overlap and unstable correlation.

Forex Statistical Arbitrage

Relative-value FX strategies with rigorous relationship testing.

Forex Pairs Trading

Pair selection and spread trading, with breakdown handling designed in.

Cointegration Systems

Cointegration tested properly, and re-tested as relationships drift.

Cross-Asset FX Models

Rates, commodities and equity signals brought into currency models.

Market Regime Detection

Identifying regimes without the hindsight that makes every method look good.

Forex Volatility Models

Volatility forecasting for sizing, filtering and risk limits.

Signal Combination Models

Combining signals without simply overfitting the combination weights.

Trading Feature Engineering

Features constructed with strict point-in-time correctness.

Automated Strategy Research

Research pipelines that track every hypothesis tested, not just the winners.

Tell us what you are trying to build

Describe the problem and we will tell you plainly whether we can help, roughly what it would take, and what it would cost. If it is not a fit, we will say so.

Discuss My Research Idea