When Can Markets Crash Without News?
A working paper on crashes without news: which declines does market structure rule out, and which can trading paths still produce?
Reproducibility
6 articles on this topic.
From the Path of Least Resistance to Predictable Volatility
Starting with a 500-share market buy order, we explain order pressure, market depth, and the predictability of volatility.
Have Classic Quant Strategies Become Outdated? Testing Alpha101 on Japanese Equities
A workbook for reproducing classic factors: from market-wide rankings and IC to trading costs, testing whether Alpha101 transfers directly to Japanese equities.
Point-in-Time Data Is Not a Boolean: What a Backtest Can and Cannot Know
The different evidence claims behind point-in-time data, and what a timestamp check can and cannot establish.
KabuForge: A Research Framework for Systematic Japanese Equity Investing
A technical tour of KabuForge’s point-in-time architecture, from factors and portfolios to order planning and agent interfaces.
From a Folder Full of Colab Notebooks to KabuForge
How a collection of Colab notebooks evolved into a local-first framework for Japanese equity research.