The entire quant-finance archive — repos, articles, arXiv papers and Pine scripts — is available to any MCP-compatible agent over the Model Context Protocol. Read-only and public.

https://researcher.marketmaker.cc/api/mcpSetup guide

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Cursor

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Gemini CLI

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OpenClaw

Codex

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Replit

Research Notes

146View all

2026-05-25·suenot

Inside Our House Algorithm: HRP + Long/Short + CVaR with Hull-White

A deep dive into Pipeline — the composite allocation algorithm we built on top of HRP. Hierarchical Risk Parity as the base, a long/short overlay driven by agent signals and confidence, and a final risk correction via CVaR with a Hull-White volatility adjustment. The full math from our spec, plus the actual Rust implementation.

2026-05-22·suenot

12 Portfolio Optimization Algorithms, Compared: HRP, Black-Litterman, NCO and Beyond

One basket of crypto, twelve allocation algorithms, one honest comparison. We open-sourced a Rust portfolio optimizer that runs HRP, HERC, MVO, Black-Litterman, NCO, Entropy Pooling and more behind a single interface — here is how each one thinks and why no single winner exists.

2026-05-15·suenot

OneTick: The Platform Where Exchanges Catch Spoofers and Hedge Funds Hunt Alpha

Architecture of OneTick — an enterprise-grade time-series engine for tick data. DAG queries via Event Processors, unified real-time and historical data, market surveillance (MiFID II, MAR, SEC), TCA, quant research, and comparison with kdb+.

2026-05-12·suenot

TradingAgents: Multi-Agent AI Framework That Models a Hedge Fund

Architecture deep dive into TradingAgents — an open-source LangGraph framework where LLM agents (analysts, researchers, trader, risk management, portfolio manager) engage in structured debates to make trading decisions.

2026-05-12·suenot

Prediction Market Arbitrage: Hidden Costs, Fees, and the Real Math

Breaking down arbitrage between Polymarket, Limitless, Predict.fun, Opinion, and Kalshi. Dynamic fees, cross-chain bridges, slippage, resolution risk — and why a 5% spread may still lose money.

2026-05-09·suenot

T-Bricks (Broadridge): How the Platform Powering Prop Firms Works

Architecture of T-Bricks — a modular HFT platform in C++ for market making, ETF arbitrage, and centralized risk management. 100+ clients, 150+ exchanges, nanosecond latencies.

Recent Quant Articles

4,633View all

Robot Wealth·2026-05-25saved

The Metamorphosis

Pairs trading remains a feasible approach for the indie trader. But, as we saw last time, there are inherent limitations. Trading both legs eats a lot of buying power and limits the number of pairs yo

Quantpedia·2026-05-25

Active Dual Momentum GTAA Strategy

Our study explores a weekly-rebalanced dual-momentum-based Global Tactical Asset Allocation (GTAA) strategy applied to a diversified set of ETFs. The strategy selects assets based on relative momentum

Concretum Research·2026-05-25saved

Identifying Stocks to Fade

Without a shade of doubt, Market Wizards books have been a staple in the upbringing of whole generations of traders and investors, and rightfully so we ourselves have been inspired by the exceptional

Chase the Devil·2026-05-25saved

A Faster Monotone Implied Volatiltty Solver

Choi, Huh and Su have a very good paper entitled Tighter uniform bounds for BlackScholes implied volatility and the applications to root-finding. Whats particularly great is that it gives both a decen

Alpha Architect·2026-05-25

When Everyone Trades the Same Factor Playbook

For decades, academic researchers have catalogued hundreds of patterns in the stock market statistical regularities linking firm characteristics to future returns. These persistent return patterns, u

Concretum Group·2026-05-21saved

How to Manage an Intraday Trend Trade

In managing our book, we run trend strategies across multiple asset classes and at different speeds, with exposure ranging from slower multi-day systems to faster intraday signals. Regardless of model

Quantpedia·2026-05-21

A Century Without Data: Reconstructing Emerging Markets Equity History

For U.S. equities, fixed income, and commodities, reconstructing long-term historical datasets is relatively straightforward, and we have already explored these challenges in several previous studies,

TradeQuantiX·2026-05-21saved

Market Effect Research: Turn of the Month Effect

Welcome to the Systematic Trading with TradeQuantiX newsletter, your go-to resource for all things systematic trading. This publication will equip you with a complete toolkit to support your systemati

Tommi Johnsen·2026-05-21saved

Nine Pounds of Ore for an Ounce of Gold

Last night the pipeline pulled 1,199 financial news articles tagged across nine GICS sectors. It started at 9 PM Mountain Time and finished around 1 AM. By morning we had sorted the catch. One hundred

Quantpedia·2026-05-21

Who Profits from Prediction Markets?

In the high-stakes arena of prediction markets, a counterintuitive pattern emerges: retail traders who correctly pick winners more than half the time still lose money, while automated traders with coi

Relative Value Arbitrage·2026-05-21saved

Volatility Derivatives and VIX Market Dynamics

Hedging is a fundamental risk management tool. The most common hedging instruments are futures and options associated with a given underlying asset, when available. For equity exposure, index options

Jonathan Kinlay·2026-05-18saved

Agentic Workflows for Alpha Research

There is by now a small mountain of vendor material claiming that AI agents will run hedge funds. The reality on the ground for those of us who actually do the work is more interesting and more usef

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Qlib is an AI-oriented Quant investment platform that aims to use AI tech to empower Quant Research, from exploring ideas to implementing productions. Qlib supports diverse ML modeling paradigms, including supervised learning, market dynamics modeling, and RL, and is now equipped with https://github.com/microsoft/RD-Agent to automate R&D process.

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A cryptocurrency trading API with more than 100 exchanges in JavaScript / TypeScript / Python / C# / PHP / Go / Java

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