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Weekly Research Recap
Latest research on investing and trading
Sep 1 • QuantSeeker

August 2026

Does Short-Term Mean Reversion Work Across Asset Classes?
Testing a simple mean-reversion signal across equities, bonds, currencies, commodities, real estate, and Bitcoin
Aug 27 • QuantSeeker
Weekly Research Recap
Latest research on investing and trading
Aug 25 • QuantSeeker
Weekly Research Recap
Latest research on investing and trading
Aug 18 • QuantSeeker
Beyond Volatility Scaling: Does “Good” and “Bad” Volatility Matter?
Testing whether separating upside and downside volatility can improve risk-adjusted returns across major asset classes
Aug 16 • QuantSeeker
Weekly Research Recap
Latest research on investing and trading
Aug 11 • QuantSeeker
Revisiting Intraday Momentum
Testing a widely cited strategy, extending the sample, and exploring when the edge is strongest.
Aug 6 • QuantSeeker
Weekly Research Recap
Latest research on investing and trading
Aug 4 • QuantSeeker

July 2026

Weekly Research Recap
Latest research on investing and trading
Jul 28 • QuantSeeker
Shorting Leveraged ETFs: A Free Lunch or Just an Expensive One?
Testing the Volatility-Decay Trade and What Survives Real-World Costs
Jul 26 • QuantSeeker
Weekly Research Recap
Latest research on investing and trading
Jul 21 • QuantSeeker
Weekly Research Recap
Latest research on investing and trading
Jul 14 • QuantSeeker
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