CIMalgo launches Robust Series, a global equity model capturing performance whilst mitigating volatility. Achieving good long-term portfolio performance is as much about mitigating losses and drawdowns as it is about generating high returns in bullish market regimes. Contrary to...Read more
About our research
Our research is built on both theoretical knowledge within mathematics, statistics, computer science and finance, as well as practical experience within quantitative trading and investment. We draw knowledge from a wide range of sources, including academic research, but never accept results until they have been rigorously tested and validated by our own methods and data. Our practical experience allows us to avoid various pitfalls of empirical testing which permeate large parts of all the research out there. Quantitative research in the markets requires attention to things like selection bias, lookahead bias, overfitting, unrealistic trading simulations, and the influence of confounding variables.