Research & Insights

What 20 Weeks of Live Trading Revealed About Slippage

Exploring how execution costs reshape systematic performance in practice.

May 27 • Quanta 72

Avoiding SPY Drawdowns With Currency ETFs

Can FX Relative Strength Improve Weekly Equity Timing?

Feb 19 • Quanta 72

Testing Whether FX Markets Anticipate Equity Volatility

An empirical test of whether currency markets lead equity volatility, or simply reprice risk at the same time across global financial markets.

Feb 6 • Quanta 72

Before the Quants: Benjamin Graham and Rule-Based Investing

How Benjamin Graham laid the measuring tape across markets decades before computers, backtests, and factor models reshaped modern finance.

Jan 14 • Quanta 72

Do Candlestick Patterns Work? A Backtest of 24 Patterns Across 5,000 Stocks

This study tests 24 candlestick patterns across the full NYSE universe over 10 years, controlling for trend and regime.

Dec 24, 2025 • Quanta 72

Markets Don’t Flip Coins: Edward Thorp and the Myth of Random Walks

How conditional probability, market structure, and capital flows create memory in financial systems

Dec 18, 2025 • Quanta 72

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