Index / 2025—2026

Archive

Research papers, market notes and fragments from the working notebook.

All writingResearchMarket notesMethods

2026

12 AUGResearchWhen the regime shifts but the signal does notRegimes · 12 min28 JULMarket noteNotes on breadth, liquidity and false calmMarkets · 7 min09 JULMethodsThe quiet cost of a clean backtestResearch · 9 min18 JUNNotebookA small taxonomy of model decayModels · 5 min22 MAYResearchForecasts are not positionsPortfolio · 11 min

2025

14 DECResearchThe shape of diversificationRisk · 10 min03 OCTMarket noteWhat volatility leaves outMarkets · 6 min17 AUGMethodsRanks, magnitudes and fragile precisionSignals · 8 min01 APRNotebookA note on knowing lessPractice · 4 min