Backtesting and strategy validation. Backtesting infrastructure design and build; point-in-time data assembly free of survivorship and look-ahead bias; transaction cost and slippage modelling inside the backtest; walk-forward and out-of-sample testing frameworks; parameter sensitivity and overfitting diagnostics; multiple-testing and data-mining bias correction; capacity and scalability analysis; independent replication of a client's existing backtest; strategy decay monitoring against live performance.

Signal and factor research infrastructure. Factor construction and testing frameworks; signal orthogonalisation and correlation analysis; alpha decay measurement; signal combination methodology; feature engineering pipelines; research reproducibility frameworks.

Sector analysis. Industry structure and competitive mapping; cost curve and capacity analysis; supply chain and input dependency mapping; sector-level cyclicality and driver identification; unit economics and operating leverage frameworks; peer set construction and comparability normalisation; sector-specific KPI libraries; sector data dictionaries and taxonomies.

Macro analysis. Macro indicator construction and nowcasting models; regime identification and classification frameworks; policy and rate cycle datasets; cross-asset correlation and transmission analysis; scenario library construction; sensitivity mapping of portfolio exposures to macro variables; commodity balance and inventory analytics; economic release calendars and surprise indices.

Portfolio construction methodology. Optimiser design, implementation and testing; risk budgeting frameworks; rebalancing rule design and cost analysis; constraint modelling; hedging methodology development; strategy blending and correlation analysis.

Investment process support. Investment process documentation and codification; decision audit and post-trade process review; research workflow design; committee reporting infrastructure.

Research
& Strategy