NOTE 03
Portfolio construction
Six markets are not always six independent bets
A 26-year comparison of six futures markets shows why portfolio breadth must be measured through changing correlation, not counted in tickers.
Read note →Research notes
Research, with
the method visible.
Empirical notes on futures data, portfolio construction, and systematic signals. Each note includes the figure, sample, transformation, and limits behind the conclusion.
Real market histories
Reproducible transformations
No hypothetical performance
Read note →NOTE 02
Signal research
One market, several horizons
Gold moved in the same direction across one-, three-, and twelve-month windows on fewer than half the observations in this sample.
Read note →NOTE 01
Data engineering
What a futures roll does to the price history
A WTI contract transition shows the artificial return created by stitching raw contracts—and the documented adjustment needed before research begins.
Read note →These notes explain research methods and market data. They are not investment advice, forecasts, or recommendations to trade any market.