Independent research archive

Systematic Trading ResearchBacktesting ValidationTrading System Engineering

An independent research archive focused on systematic trading, market structure, execution-aware backtesting, and production-grade trading system design.

View Research About Vincent

Abstract visual of systematic trading research screens and engineering diagrams

Intraday Options Research

Research on SPXW 0DTE intraday strategies, including breakout signals, open-drive behavior, execution proxy design, and robustness testing.

Statistical Arbitrage

Daily equity statistical arbitrage research covering universe construction, factor neutralization, residual signals, portfolio constraints, and walk-forward validation.

Trading System Engineering

Architecture design for live trading systems, including order state machines, risk controls, logging, reporting, and operational safeguards.