Alpha Reserach

Good old seasonality, a return premium apparently tracing back thousands of years to ancient rice traders, is still producing a significant information ratio in global equity.
Below is the alpha signal research dashboard I’ve built, with a lot of help from Claude Code (and many hours of careful verification) with one working signal so far. The ambition: a full signal library powering an institutional-grade, market-neutral, synthetic global multi-asset hedge fund strategy.
The hardest part of signal research isn’t finding a signal; it’s resisting the temptation to fall in love with a weak one. This toolkit is built to interrogate every signal from multiple angles, stress-test it, and surface bias before it can cost you.