FX Factor Models
Carry, value, momentum and trend as constructed, testable factors.
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.
On a fx factor models engagement this means starting from what you already have — an idea, a spreadsheet, a running system, or a set of results that do not add up — and working from there rather than insisting on a rebuild. Where the honest answer is that the work is not worth doing, that is what you will be told.
What you get
- 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
How the work runs
Scope
A short call and a written scope: what the system must do, what data it needs, what counts as done. Fixed price where the scope allows it.
Build
Work in reviewable increments, with running code you can see rather than a status update. Assumptions are surfaced as they arise, not at the end.
Test
Independent testing against the acceptance criteria agreed in the scope, including the failure cases.
Handover
Source code, documentation and a walkthrough. You own the result and can maintain it without us.
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