Kwant Atlas
Search
Search
Explorer
Tag: pillar-quant-research
71 items with this tag.
Oct 03, 2026
1.1 Statistical Arbitrage & Pairs Trading
pillar-quant-research
statistical-arbitrage-and-pairs
cointegration
mean-reversion
index-hub
Sep 12, 2026
1.1.1 Statistical Arbitrage & Pairs Trading from Zero
pillar-quant-research
statistical-arbitrage-and-pairs
intuition
cointegration
random-walk
Sep 12, 2026
1.1.2 Cointegration, the Error-Correction Form & the Ornstein–Uhlenbeck Spread
pillar-quant-research
statistical-arbitrage-and-pairs
cointegration
engle-granger
error-correction
ornstein-uhlenbeck
Sep 12, 2026
1.1.3 Pairs Selection & Hedging
pillar-quant-research
statistical-arbitrage-and-pairs
pairs-selection
hedge-ratio
distance-method
market-neutral
Sep 12, 2026
1.1.4 Trading Rules, the z-score & a Full Pairs Backtest
pillar-quant-research
statistical-arbitrage-and-pairs
trading-rules
s-score
backtest
sharpe
Sep 12, 2026
1.1.5 Failure Modes & Practice
pillar-quant-research
statistical-arbitrage-and-pairs
failure-modes
structural-break
data-snooping
crowding
Sep 12, 2026
1.1.6 Advanced Extensions
pillar-quant-research
statistical-arbitrage-and-pairs
johansen
vecm
optimal-stopping
kalman-filter
Sep 12, 2026
1.2 Backtesting Hygiene
pillar-quant-research
backtesting-hygiene
deflated-sharpe
multiple-testing
index-hub
Sep 12, 2026
1.2.1 Backtesting Hygiene from Zero
pillar-quant-research
backtesting-hygiene
intuition
selection-bias
overfitting
Sep 12, 2026
1.2.2 Why Backtests Lie
pillar-quant-research
backtesting-hygiene
selection-bias
in-sample-optimism
performance-degradation
Sep 12, 2026
1.2.3 The Multiple-Testing Problem
pillar-quant-research
backtesting-hygiene
multiple-testing
extreme-value-theory
haircut-sharpe
data-snooping
Sep 12, 2026
1.2.4 The Deflated Sharpe Ratio
pillar-quant-research
backtesting-hygiene
deflated-sharpe
probabilistic-sharpe
selection-bias
non-normality
Sep 12, 2026
1.2.5 Failure Modes & Real-World Practice
pillar-quant-research
backtesting-hygiene
failure-modes
transaction-costs
protocol
Sep 12, 2026
1.2.6 Advanced Extensions
pillar-quant-research
backtesting-hygiene
purged-cross-validation
leakage
probability-of-backtest-overfitting
reality-check
data-snooping
Sep 12, 2026
1.3 Fundamental Multi-Factor Models
pillar-quant-research
fundamental-multi-factor-models
fama-french
barra
factor-investing
index-hub
Sep 12, 2026
1.3.1 Fundamental Multi-Factor Models from Zero
pillar-quant-research
fundamental-multi-factor-models
intuition
systematic-vs-idiosyncratic
sorting
Sep 12, 2026
1.3.2 The Fama–French Factor Model
pillar-quant-research
fundamental-multi-factor-models
fama-french
time-series-regression
alpha
Sep 12, 2026
1.3.3 Factor Construction
pillar-quant-research
fundamental-multi-factor-models
factor-construction
fama-french
hedge-portfolio
Sep 12, 2026
1.3.4 Cross-Sectional Factor Models
pillar-quant-research
fundamental-multi-factor-models
barra
axioma
cross-sectional-regression
gls
Sep 12, 2026
1.3.5 Failure Modes & Real-World Practice
pillar-quant-research
fundamental-multi-factor-models
failure-modes
factor-crowding
multicollinearity
factor-zoo
Sep 12, 2026
1.3.6 Advanced Extensions
pillar-quant-research
fundamental-multi-factor-models
five-factor-model
pca
statistical-factor-models
factor-zoo
q-factor-model
Sep 12, 2026
1.4 Momentum
pillar-quant-research
momentum
trend-following
cta
index-hub
Sep 12, 2026
1.4.1 Momentum from Zero
pillar-quant-research
momentum
intuition
return-predictability
Sep 12, 2026
1.4.2 Cross-Sectional Momentum
pillar-quant-research
momentum
cross-sectional
wml
long-short
Sep 12, 2026
1.4.3 Time-Series Momentum
pillar-quant-research
momentum
time-series
cta
trend-following
volatility-targeting
Sep 12, 2026
1.4.4 The Value–Momentum Interaction
pillar-quant-research
momentum
value
factor-interaction
diversification
Sep 12, 2026
1.4.5 Failure Modes & Practice
pillar-quant-research
momentum
failure-modes
momentum-crashes
crowding
Sep 12, 2026
1.4.6 Advanced Extensions
pillar-quant-research
momentum
volatility-scaling
risk-management
dynamic-weighting
Sep 12, 2026
1.5 Signal Processing & Kalman Filtering
pillar-quant-research
signal-processing-and-kalman
kalman-filter
state-space
index-hub
Sep 12, 2026
1.5.1 Signal Processing & Kalman from Zero
pillar-quant-research
signal-processing-and-kalman
intuition
filtering
denoising
Sep 12, 2026
1.5.2 State-Space Models
pillar-quant-research
signal-processing-and-kalman
state-space
arma
arima
Sep 12, 2026
1.5.3 The Kalman Filter
pillar-quant-research
signal-processing-and-kalman
kalman-filter
recursion
riccati
Sep 12, 2026
1.5.4 Time-Varying Beta & Dynamic Hedge Ratios
pillar-quant-research
signal-processing-and-kalman
time-varying-beta
hedge-ratio
dynamic-capm
Sep 12, 2026
1.5.5 Failure Modes & Practice
pillar-quant-research
signal-processing-and-kalman
failure-modes
divergence
diagnostics
Sep 12, 2026
1.5.6 Advanced Extensions
pillar-quant-research
signal-processing-and-kalman
smoothing
particle-filter
stochastic-volatility
Oct 03, 2026
1.6 Feature Engineering & Target Labeling
pillar-quant-research
feature-engineering-and-labeling
triple-barrier
meta-labeling
fractional-differentiation
index-hub
Sep 12, 2026
1.6.1 Feature Engineering & Labeling from Zero
pillar-quant-research
feature-engineering-and-labeling
intuition
target-labeling
Sep 12, 2026
1.6.2 Feature Construction
pillar-quant-research
feature-engineering-and-labeling
basis-expansion
standardization
information-driven-bars
pca
Sep 12, 2026
1.6.3 Target Labeling
pillar-quant-research
feature-engineering-and-labeling
target-labeling
triple-barrier
volatility-target
Sep 12, 2026
1.6.4 Triple-Barrier & Meta-Labeling
pillar-quant-research
feature-engineering-and-labeling
triple-barrier
meta-labeling
bet-sizing
precision-recall
Sep 12, 2026
1.6.5 Failure Modes & Real-World Practice
pillar-quant-research
feature-engineering-and-labeling
failure-modes
leakage
purging
look-ahead-bias
Sep 12, 2026
1.6.6 Advanced Extensions
pillar-quant-research
feature-engineering-and-labeling
fractional-differentiation
sample-weights
sequential-bootstrap
structural-breaks
Sep 12, 2026
1.7 Event Studies
pillar-quant-research
event-studies
abnormal-returns
market-efficiency
index-hub
Sep 12, 2026
1.7.1 Event Studies from Zero
pillar-quant-research
event-studies
intuition
abnormal-returns
market-efficiency
Sep 12, 2026
1.7.2 The Event-Study Methodology
pillar-quant-research
event-studies
market-model
event-window
estimation-window
Sep 12, 2026
1.7.3 Abnormal Returns & Cumulative Abnormal Returns (CAR)
pillar-quant-research
event-studies
abnormal-returns
car
cross-sectional-aggregation
Sep 12, 2026
1.7.4 Statistical Testing
pillar-quant-research
event-studies
hypothesis-testing
t-statistic
power
cross-correlation
Sep 12, 2026
1.7.5 Failure Modes & Real-World Practice
pillar-quant-research
event-studies
failure-modes
contamination
non-synchronous-trading
cross-correlation
Sep 12, 2026
1.7.6 Advanced Extensions
pillar-quant-research
event-studies
information-content
pead
ball-brown
cross-sectional-tests
long-horizon
Sep 12, 2026
1.8 Regime Detection
pillar-quant-research
regime-detection
markov-switching
hmm
index-hub
Sep 12, 2026
1.8.1 Regime Detection from Zero
pillar-quant-research
regime-detection
intuition
latent-state
bayes
Sep 12, 2026
1.8.2 Markov-Switching Models
pillar-quant-research
regime-detection
markov-switching
hamilton-filter
em
Sep 12, 2026
1.8.3 Threshold Models
pillar-quant-research
regime-detection
setar
star
threshold
Sep 12, 2026
1.8.4 Hidden Markov Models
pillar-quant-research
regime-detection
hmm
forward-backward
viterbi
baum-welch
Sep 12, 2026
1.8.5 Failure Modes & Real-World Practice
pillar-quant-research
regime-detection
failure-modes
label-switching
overfitting
persistence
Sep 12, 2026
1.8.6 Advanced Extensions
pillar-quant-research
regime-detection
regime-allocation
markov-switching
mcmc
Oct 03, 2026
1.9 GARCH & Volatility Modeling
pillar-quant-research
garch-and-volatility-modeling
volatility
arch
index-hub
Sep 12, 2026
1.9.1 GARCH from Zero
pillar-quant-research
garch-and-volatility-modeling
volatility
intuition
stylized-facts
Sep 12, 2026
1.9.2 ARCH & GARCH
pillar-quant-research
garch-and-volatility-modeling
arch
garch
maximum-likelihood
Sep 12, 2026
1.9.3 Asymmetric Models
pillar-quant-research
garch-and-volatility-modeling
egarch
gjr
leverage-effect
Sep 12, 2026
1.9.4 Realized Volatility & HAR
pillar-quant-research
garch-and-volatility-modeling
realized-volatility
har
long-memory
Sep 12, 2026
1.9.5 Failure Modes & Practice
pillar-quant-research
garch-and-volatility-modeling
failure-modes
structural-break
risk-management
Sep 12, 2026
1.9.6 Advanced Extensions
pillar-quant-research
garch-and-volatility-modeling
multivariate-garch
dcc
forecasting
Sep 12, 2026
1.10 Factor Investing & Factor Timing
pillar-quant-research
factor-investing-and-timing
factor-investing
factor-timing
index-hub
Sep 12, 2026
1.10.1 Factor Investing from Zero
pillar-quant-research
factor-investing-and-timing
intuition
cross-section
anomalies
Sep 12, 2026
1.10.2 The Factor Zoo
pillar-quant-research
factor-investing-and-timing
factor-zoo
multiple-testing
data-mining
fdr
Sep 12, 2026
1.10.3 Factor Crowding & Capacity
pillar-quant-research
factor-investing-and-timing
factor-crowding
capacity
market-impact
liquidity
Sep 12, 2026
1.10.4 Post-Publication Decay
pillar-quant-research
factor-investing-and-timing
post-publication-decay
market-efficiency
mclean-pontiff
Sep 12, 2026
1.10.5 Failure Modes & Real-World Practice
pillar-quant-research
factor-investing-and-timing
failure-modes
diversification-illusion
crowding
practice
Sep 12, 2026
1.10.6 Advanced Extensions
pillar-quant-research
factor-investing-and-timing
factor-timing
valuation-spreads
time-series-momentum
volatility-targeting
Sep 12, 2026
Pillar 1: Quantitative Research (Alpha Generation)
pillar-quant-research
alpha-generation
statistical-arbitrage