Research

Evidence-based studies on what works - and what doesn't - in financial markets.
No opinions. No products. No performance claims.

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Momentum factor research

Momentum Factor Performance in Central & Eastern European Equity Markets

January 2026

Analyzing cross-sectional momentum strategies across CEE markets and evaluating risk-adjusted returns relative to developed market benchmarks.
Transaction cost models

Optimal Execution and Transaction Cost Models for Systematic Strategies

December 2025

A framework for modeling and minimizing execution costs in systematic trading, with empirical analysis of slippage and market impact across asset classes.
Regime detection

Market Regime Detection Using Hidden Markov Models for Dynamic Asset Allocation

November 2025

Applying HMMs to identify latent market regimes and dynamically adjust portfolio allocations for improved risk-adjusted performance.