Quantitative investment research,
built in public.
Systematic analysis of SEC filings, technical signals, and valuation models — backed by real positions. Every methodology is documented. Every claim is verifiable.
Research Products
ETFs Are The Market
Macro · Sector · Thematic
Market-environment intelligence from the ETF tape — cross-asset breadth, sector rotation, leverage/fragility, and credit-appetite signals synthesized daily. Descriptive context, not buy/sell signals.
Language Analysis
The Four Whispers
Detecting filing language divergence across SEC 10-K and 10-Q filings. Four analytical lenses: Loughran-McDonald sentiment scoring, term frequency deviation, cosine similarity drift, and conspicuous silence.
Signal Sweep
Technical Signal Discovery
81 technical indicators evaluated across peer groups with walk-forward out-of-sample validation. Peer group consensus eliminates curve-fitted signals.
RE vs Index
Labor-Adjusted Real Estate Backtest
30-year comparison of owner-operated rental against passive S&P 500. Prices the landlord's labor at six rates from $20 to $150/hr. Window-dependent: equity entry point flips the result.
Valuation
Reverse DCF + Value Scoring
Market-implied growth expectations via Mauboussin reverse DCF. Seven academic quality scores: Graham Number, Piotroski F-Score, Altman Z-Score, Beneish M-Score, EPV, incremental ROIC, TSY.
Delta-E
Tragic Algebra at Scale
Automated XBRL implementation of Burry's Tragic Algebra framework for the true economic cost of stock-based compensation. Per-ticker validation matches his published numbers within 0.5pp on six gold cases; honest divergence reported for 41 misclassifications in the remaining NDX cohort.
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The tools and methodology on this site were developed using AI-orchestrated development. The investment decisions are human.