About This Publication
This publication is dedicated to the rigorous exploration and development of systematic trading strategies in quantitative finance, with a strong emphasis on in-depth strategy research and practical implementation.
While tools such as QuantCoderFS facilitate AI-assisted research by automating the extraction of insights from academic papers and accelerating strategy design on platforms like QuantConnect, the core focus here remains on the strategies themselves and their real-world applicability.
My research spans quantitative approaches across equity and foreign exchange markets, prioritizing transparency and robustness in strategy development. Methodologies and findings are explained in detail to foster replication.
Previous projects in fundamental analysis, including Chat With Fundamentals , are now superseded by concentrated strategy research.
This publication functions as a research journal, documenting workflows, analyses, detailed strategy explanations, research findings, and continuous advancements—delivered in a clear, academic, and unbiased manner, with no marketing content.
Readers interested in systematic strategy research are invited to explore the Strategy Library for detailed examples or visit my Medium page for supplementary insights.
