Quant Lab · first vertical
From trading idea to controlled deployment.
The Quant Lab is where QEV's evidence-to-execution cycle becomes concrete: a ten-step path from hypothesis to monitored, small-capital deployment — with validation at every stage.
EX-01 · The workflow
Ten steps. No shortcuts to live capital.
01
Define hypothesis
State the claim, the mechanism behind it, and what would disprove it.
02
Select dataset
Choose versioned data with known provenance — no silent substitutions.
03
Write or generate model
Hand-written or AI-assisted, the model is explicit and inspectable.
04
Backtest
Run against history with a reproducible configuration.
05
Add costs and slippage
Model the friction that erases naive edges.
06
Test out of sample
Evaluate on data the model never saw during design.
07
Run live-data paper simulation
Operate against the live feed without capital at risk.
08
Review risk
Check drawdowns, exposure, regime sensitivity, and failure modes.
09
Deploy with small capital
Go live small, behind deterministic limits and an emergency stop.
10
Monitor and retire
Track drift and execution quality; retire when the evidence decays.
EX-02 · Strategy classes
The lab evaluates. It does not cheerlead.
QEV evaluates strategies. It does not assume that complexity equals edge — and it never presents a backtest as a promise of future returns.
- Momentum
- Mean reversion
- Pairs and spread models
- Factor portfolios
- Volatility strategies
- Event-driven systems
- Options research
- Market-regime models
EX-03 · Validation
A backtest is the beginning of validation, not the end.
Most failed strategies looked good in a backtest. The Quant Lab is designed to find the ones that survive contact with costs, unseen data, and regime change.
- 01Transaction costs
- 02Slippage
- 03Data leakage
- 04Multiple testing
- 05Out-of-sample performance
- 06Market-regime changes
- 07Drawdowns
- 08Execution quality