Skip to content


Notes and examples from our Quant Research team

This section contains selected notes with examples on topics selected by our Quant Research team, from practical day-to-day subjects to more experimental ideas.

How Robust Is Your Portfolio?

We recently published a brief LinkedIn note in which we explored how seemingly similar multi-asset portfolios have exhibited notably different patterns of returns in different volatility regimes in the past 19 years.

POSTED: 18/09/20
AUTHOR: Quant Team

Read here

ALPIMA Turbulence Indicator

In this notebook we will be using some of the features of ALPIMA's quant API, Tau to explore using the financial turbulence indicator in the design and testing of investment strategies.

POSTED: 16/07/2020

AUTHOR: Ben Woodyear

Read here

A Custom Strategy That Uses The Baltic Dry Index (BDI) As Indicator

After the '08 financial crisis, some interest was generated in BDI as an economic indicator. This has some merits in theory - this notebook explores the evidence.

POSTED: 23/06/2020

AUTHOR: Ben Skuse

Read here

Re-Thinking Asset Allocation Post Covid-19 - An Example

Aside from the human tragedy, the Covid-19 pandemic is also a watershed moment for financial markets.

POSTED: 04/06/2020

AUTHOR: Edward Iliopoulos

Read here