Research

Notes from the lab.

Methodology, paper reviews, regime commentary, and multi-strategy framing — written for practitioners and discussed at the level of the underlying signal.

FilterRSS feed →

12 May 2026
Methodology · Calendar effects · Regime
Calendar effects as conditioning variables, not signals
Calendar anomalies — turn-of-month, FOMC drift, end-of-quarter rebalancing — fail as stand-alone signals but earn their place as conditioning variables that gate when other signals are allowed to trade.
7 min read

Notes from the lab.

Calendar effects as conditioning variables, not signals