Skip to content

Independent quantitative research lab

Build. Test. Compound.

Quantitative research through algorithms, data and experimentation.

Explore researchGitHub (opens in a new tab)
fig. 01module matrix
  • Algorithms
  • Statistical methods
  • Machine learning
  • Systematic investing

02 / Process

From hypothesis to system.

Every idea follows the same path. Most stop early — that is expected, and it is information.

  1. 01

    Hypothesis

    Frame a testable idea about how a market actually behaves.

  2. 02

    Data

    Acquire, align, clean and validate the inputs before anything else.

  3. 03

    Algorithm

    Encode the idea as explicit, reproducible rules.

  4. 04

    Backtest

    Run the system across historical data without look-ahead bias.

  5. 05

    Evaluation

    Test robustness, not only headline returns.

  6. 06

    Iteration

    Refine, discard or promote. Failure is information.

03 / Mission

Research first.

Skybrique is an independent quantitative research lab exploring algorithms, statistical methods and machine learning for systematic investing. We develop ideas, test them against data, learn from failure and share useful research and tools through an open-source approach.

Failure is information.

04 / Research

Research areas.

Four threads of work. Each one is measured against data rather than narrative.

A.01

Systematic Strategies

Momentum, mean reversion, cross-asset and ETF research.

momentum · mean reversion · cross-asset

A.02

Machine Learning

Sequential data, feature engineering, model evaluation and experimentation.

sequences · features · evaluation

A.03

Alternative Data

Economic, trade, satellite and other non-traditional datasets.

economic · trade · satellite

A.04

Market Research

ETF flows, commodities, macro relationships and market structure.

etf flows · commodities · macro

05 / Projects

Projects.

A working index. Status labels are honest, not promotional.

  • 01ETF RotationMomentum / Relative StrengthRESEARCHmomentum · relative strength · etf universe
  • 02AegisRust-native machine learningBUILDINGrust · ml runtime · engineering
  • 03Alternative DataEconomic / Trade / Satellite DataEXPERIMENTeconomic · trade · satellite
  • 04Systematic StrategiesCross-asset / Mean ReversionBACKTESTINGcross-asset · mean reversion

06 / Open source

Build in the open.

Useful research should not disappear inside a black box. Wherever practical, Skybrique shares experiments, tools, methodologies and engineering work so others can inspect, reproduce and build upon them.

View GitHub (opens in a new tab)

07 / About

Skybrique began as a learning and research project and is evolving into a practical laboratory for systematic investment research.

  • Research
  • Build
  • Test
  • Share