Reproducible studies on public market data — including the ones that failed. Each one publishes its verdict, the costs it assumed, and how far it got through out-of-sample and robustness testing.
How passive maker limit order execution optimizes exits, reducing fees by 34% and lifting Sharpe from 0.72 to 0.99 on a 1m SOL-BTC mean-reversion strategy.
A deep dive into the quant lifecycle of our trading strategies on the RLXBT Hypothesis Canvas, from zero-fee backtest shocks to maker-execution pivots and zero-correlation portfolio ensembles.