Research team

Pro Quant Trade Research Team

Independent quantitative research

Independent quantitative research focused on economic mechanisms, robust testing, implementation constraints, and portfolio relevance.

  • Systematic research
  • Portfolio construction
  • Research validation

Published research

4 records
Fundamental Equity Research

When Losses Conceal Different Operating Realities

Cash realization may separate operating resilience from accounting weakness among loss-reporting companies, but the historical case depends on choosing a peer boundary that is neither too broad nor too narrow.

4 min read
Cross-Sectional Ranking

When Liquidity Changes the Useful Life of a Volatility-Curve Signal

A dual-horizon design may help a cross-sectional equity signal accommodate faster price discovery in liquid stocks and slower adjustment elsewhere, but the historical association still requires reconciliation and out-of-sample challenge.

4 min read
Fundamental Equity Research

When Fundamental Signals Run on Different Clocks

Cash-flow and income disclosures can remain informative on different schedules. A controlled historical test found modest transfer evidence, but uneven results argue for treating information age as a governance variable—not a standalone holding rule.

4 min read
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