Research at the intersection of markets, models and judgement.
2026
I’m Oskar Högberg, a quantitative researcher focused on systematic investing, market structure and portfolio construction.
My work starts with a simple question: what would need to be true for this pattern to persist? From there, I build models, test the mechanism, and pay particular attention to the unglamorous distance between a backtest and an investable strategy.
This site is a public research notebook. It contains finished essays, incomplete observations and practical notes on the research process. Views are my own and nothing here is investment advice.
Mechanism before metric
A compelling statistic is a prompt for explanation, not a finished thesis.
Prefer useful uncertainty
Models should sharpen the boundaries of what is unknown, not disguise them.
Implementation is research
Costs, capacity and behaviour are part of the idea—not details added at the end.