Strategy
Why we trade 14 instruments and not 50
Concentration beats diversification when your edge is instrument-specific. We explain why a focused universe produces better risk-adjusted returns.
AbdullahMar 20267 min read
Research
Research & Insights
Notes from the desk on markets, models, and execution.
Execution
The case against news trading
News events create noise, not signal. Our data shows that avoiding NFP, FOMC, and ECB windows improves Sharpe by 0.3.
AbdullahFeb 20265 min read
Research
Multi-timeframe confluence: a primer
How we combine H1, H4, and D1 signals into a single trade decision. The mathematics of confluence scoring.
AbdullahJan 20269 min read
Risk
How our 12-layer risk framework actually works
From position sizing to correlation filters to drawdown circuit breakers. A transparent look at every layer.
AbdullahDec 202512 min read
Research
Backtest vs live: what changes
Slippage, spread variation, execution latency, and requotes. The gap between backtest and live results is real.
AbdullahNov 20258 min read
Operations
Choosing a broker as a quant trader
Regulation, execution quality, API reliability, and spread consistency. Our framework for evaluating brokers.
AbdullahOct 20256 min read
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