A Narrower Focus on Risk Management
After an evidence-gated research program, Quark is concentrating on systematic, regime-aware risk management, the area where that research produced its most reliable results.
The research program covered regime classification, structural-shift detection, cross-asset signals and systematic allocation. Its most reliable result concerned managing exposure rather than predicting markets: scaling risk to the environment rather than to conviction, and de-risking as stress builds. Existing research, signals and reporting continue.
Validation standard
Before a systematic strategy manages capital, it must pass validation that accounts for multiple-comparison bias, performance outside the period it was designed on, realistic transaction costs and survivorship effects in the data. Most ideas fail this validation; a strategy that fails is recorded in the register as a result.
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