Academic workstream

Research, papers and teaching

This area is designed to grow as materials become ready. Placeholder items describe the intended structure without claiming work that has not yet been published.

Papers and preprints

Future papers and preprints on complex systems, econophysics and quantitative modelling will be indexed here with abstracts, dates and stable links.

No items published yet

Lecture notes

Planned notes will focus on modelling interacting systems, statistical mechanics perspectives on markets and reproducible quantitative analysis.

In preparation

Teaching materials

Course outlines, exercises and reference material will appear here when an academic teaching collection is ready.

Collection planned

Research notebook

Short technical notes can document questions, definitions and reproducible experiments without presenting unfinished ideas as formal results.

Coming later

Practical workstream

Trading systems research lab

A future home for documented systems, monitored experiments and live-result reporting. The emphasis is on process, risk and evidence—not marketing claims.

Systems catalogue

Each published system should eventually include its objective, market scope, data assumptions, execution constraints, risk controls and version history.

Framework ready; systems not published

Live results

This reserved area can later show dated, verifiable results with clear separation between backtests, paper trading and live execution.

No live results available

Research diagnostics

Future reports can include stability, drawdown, turnover, sensitivity and out-of-sample behaviour—not just a single performance number.

Reporting template planned

Change log

Material model and execution changes should be dated so that historical results are not silently compared across different system versions.

Versioning planned

Research discipline

A transparent path from idea to evidence

  1. State the hypothesis. Define the mechanism and what evidence could contradict it.
  2. Document the data. Record origin, time range, cleaning choices and known limitations.
  3. Separate development from evaluation. Protect out-of-sample evidence from repeated tuning.
  4. Model implementation constraints. Include costs, liquidity, timing and operational assumptions.
  5. Monitor risk and stability. Treat changing behaviour as a research finding, not something to hide.
  6. Publish context with results. Distinguish simulation, paper trading and live execution.

Scope: This website presents research and educational material. It does not provide personalized financial advice or promise investment performance.

Follow the work

Updates and professional contact