Strategy Research & Risk Management
Factor research, backtesting, trading review, and risk management
Build a systematic research loop across strategy design, data processing, backtesting, trading review and risk management.
Contact Research TeamCapability Scope
01
Strategy development workflow
End-to-end pipeline from signal hypothesis and data processing to backtesting validation and live deployment, with rigorous out-of-sample testing at each stage.
02
High-frequency factor research
Systematic factor mining across microstructure signals, with IC analysis, decay profiling and orthogonalization to isolate genuine alpha sources.
03
Trading review mechanism
Post-trade analytics covering fill quality, slippage attribution and strategy drift detection, feeding performance insights back into the research loop.
04
Risk management system
Real-time risk monitoring across exposure, drawdown and concentration limits, with automated alerts and pre-trade compliance checks.