논문 · 백테스트 · 리서치 아카이브
Working papers and preprints on factor investing, momentum strategies, and market microstructure
Momentum, value, quality, low-vol factor research with empirical backtests
Cross-sectional and time-series momentum across global equity and crypto markets
Digital asset factor models, DeFi protocol analysis, on-chain data research
LLM applications in quantitative finance, AI-driven market regime detection
Portfolio simulation, factor return decomposition, stress testing