Research & Validation
Find out if your strategy has edge — with research rigorous enough to bet on.
Strategy Validation
You bring your strategy and data. We run the full pipeline — feature engineering, stability screening, walk-forward OOS, holdout validation.
- ✓Vol surface feature engineering (IV, skew, term structure, dealer positioning)
- ✓Causal stability screening across regimes
- ✓Walk-forward out-of-sample validation
- ✓Holdout testing on untouched data
- ✓Reproducible in your environment
Signal Development
We build custom predictive features from your data, screen for stable causal predictors, and deliver a validated signal with holdout results and deployment spec. The methodology is asset-class and frequency agnostic.
- ✓Custom feature engineering for your target
- ✓Hard-to-vary causal mechanism for every feature
- ✓Validated signal with deployment specification
- ✓Model calibration and parameter optimization
Signal License
Live model output from a validated signal. Includes monitoring for signal decay, periodic retraining, and infrastructure maintenance.
- ✓Daily or intraday signal delivery
- ✓Signal decay monitoring and alerts
- ✓Periodic retraining and revalidation
Self-Serve Infrastructure
For teams that want to run the validation pipeline themselves.
How We Work
Every engagement starts with a conversation to understand your strategy and requirements
What You Provide
- →Strategy hypothesis or trade logs
- →Target instruments and timeframe
- →Data access (your vendor license)
- →Constraints and risk parameters
What You Get
Payment Terms
Research engagements: 50/50
50% on engagement start, 50% on delivery. Or paid upfront for 5% discount.
Signal licenses: Monthly billing
Billed monthly with 30-day cancellation notice. No long-term commitment required.
Scope Lock Policy
Scope and pricing locked after initial consultation. No scope creep, no surprise fees.
Who This Is For
Traders & PMs
You have a strategy and need to know if it works before deploying capital. We validate edge with walk-forward OOS, causal feature screening, and holdout testing on untouched data.
Research Teams
You need audit-ready validation you can show an investment committee. We deliver confidence reports with statistical evidence for or against edge — reproducible in your environment.
Volatility Overlay Desks
SVXY, VIX, tail hedging — strategies where regime matters. We build regime-aware backtests that model what actually happens in stress, not what happens on average.
Market Makers & Execution Desks
Calibrating pricing model knobs, optimizing fill parameters, validating that parameter choices hold across regimes. Same pipeline, different target variable.