Research

Welcome to the Research section of James Quant Lab. This is where I document and share in-depth quantitative trading research, focusing on:

• Factor Discovery & Mining — Exploring market anomalies and validating factors across different time horizons.
• Strategy Design & Backtesting — Constructing systematic strategy logic and testing with historical data under rigorous parameters.
• Portfolio & Risk Management — Investigating position sizing, risk metrics, and portfolio optimization techniques.

All research is guided by our core philosophy: “The world is all about probability.”