Question
Define the economic intuition and falsifiable hypothesis.
03 / METHODOLOGY
A transparent path from question to evidence.
Our methodology emphasizes data lineage, reproducibility, realistic assumptions and clear separation between research results and investment decisions.
RESEARCH PIPELINE
Six-stage validation framework
Universe
Set eligibility, liquidity and survivorship rules.
Data
Validate sources, timestamps, adjustments and missing values.
Model
Specify signal, sizing, rebalance and constraint logic.
Simulation
Include costs, delays, capacity and realistic execution assumptions.
Review
Evaluate robustness, failure modes and operational limits.
VALIDATION CONTROLS
Controls against false confidence
Look-ahead controls
Information is aligned to when it was actually available.
Survivorship controls
Delisted and inactive securities are retained where the study requires them.
Cost assumptions
Fees, spreads, slippage and turnover are explicitly modeled.
Robustness checks
Parameters, sub-periods, markets and regimes are challenged.
Important limitation
Backtests and simulated results are hypothetical. They do not represent actual trading and cannot guarantee future performance. Research conclusions remain conditional on data quality and model assumptions.