quantitative▌

Systematic trading research with backtesting, alpha validation, and statistical rigor to separate real edges from overfit signals. \n \n Covers backtesting methodology, alpha signal research, factor investing, statistical arbitrage, and regime detection with emphasis on avoiding common pitfalls like look-ahead bias and overfitting \n Includes walk-forward analysis, out-of-sample testing, and transaction cost modeling to validate strategies beyond in-sample performance \n Grounded in skepticism t

Professional quantitative investment analysis system based on TradingView MCP tools providing insights and decision recommendations.