Research
Quantitative research library supporting QGTMAI's precious-metals trading stack.
Research Areas
| Area | Description | Status |
|---|---|---|
| Regime Detection | Market-regime and control-layer research | Active |
| Factor Zoo | Factor construction and evaluation for commodity and PM workflows | Active |
| Commodities | Fundamental and technical market research | Active |
| Alternative Data | Weather, satellite, and non-price research inputs | Active |
Publications
- Gold Silver: Gold & Silver Research Library
- Gold Silver: Optimal Execution of Portfolio Transactions
- Gold Silver: The Deflated Sharpe Ratio: Correcting for Selection Bias, Backtest Overfitting, and Non-Normality
- Gold Silver: Probability of Backtest Overfitting
- Gold Silver: Gibson's Paradox and the Gold Standard
- Gold Silver: The Macroeconomic Determinants of Volatility in Precious Metals Markets
- Gold Silver: The Silver Market: Stylized Facts, Anomalies, and Puzzles
- Gold Silver: Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds, and Gold
- Gold Silver: Is Gold a Safe Haven? International Evidence
- Gold Silver: Systematic Risk, Hedging Pressure, and Risk Premiums in Futures Markets
- Gold Silver: The Golden Dilemma
- Gold Silver: Tactical Allocation in Commodity Futures Markets: Combining Momentum and Term Structure Signals
- Gold Silver: Facts and Fantasies about Commodity Futures
- Gold Silver: ...and the Cross-Section of Expected Returns
- Gold Silver: Do Precious Metals Shine? An Investment Perspective
- Gold Silver: Carry
- Gold Silver: Advances in Financial Machine Learning
- Gold Silver: What Precious Metals Act as Safe Havens, and When? Some US Evidence
- Gold Silver: Time Series Momentum
- Gold Silver: Trend-Following Trading Strategies in Commodity Futures: A Re-Examination
- Gold Silver: A Power GARCH Examination of the Gold Market
Auto-publishing
Notebooks and markdown files pushed to research/ are automatically
converted and published to this section via CI.