01 Quant research · AI
QuantSmith
A spec-driven toolkit for quant research and model development, built around reproducibility, quality gates, and traceable decisions.
Portfolio-home
Quantitative research / Data science
Research systems for decisions under uncertainty.
I’m Josh, a quantitative researcher with a decade of experience working across financial markets, optimization, machine learning, and AI. I focus on the path from a useful question to a result that can be checked and acted on.
Research workflow Evidence-led
- 01FrameQuestion · assumptions
- 02SpecifyData · acceptance criteria
- 03ValidateLeakage · robustness · costs
- 04DecideEvidence · limitations · next step
A model is one part of the system.
02 Financial data · Quality
finassert
Deterministic checks that catch economically inconsistent financial data and produce diagnostics people and automation can inspect.
03 Data engineering · Macro
EcoMedallion
A multi-source economic data pipeline that prepares point-in-time macro features for research, dashboards, and downstream models.
04 Portfolio research · Optimization
QR-Haven
A quantitative research platform spanning portfolio optimization, alpha signals, risk, transaction costs, and backtesting.
05 Macro data · Market intelligence
QuantMeridian-Core
A generated public subset of a macro terminal covering rates, inflation, credit, policy, and market analysis; some private-upstream modules are excluded.
The VIX Is Not a Crystal Ball. It Is Mostly an Expensive Weather Forecast.
I tested more than three decades of VIX forecasts against what the S&P 500 actually did. The VIX predicts volatility, overstates the usual move, and offers almost no directional edge.
When Your GPU Vendor Wants to Own the Model
Open-weight AI can lower model costs while leaving buyers dependent on concentrated compute and deployment infrastructure.
Forecasting Asia With One Number Is How Spreadsheets Develop Main Character Syndrome
Alpha without perfect forecasts gets very real when the market is China, Asia, policy risk, FX risk, and supply-chain chess.