corpus.blog
41554 blogs · [ { "id": "01a0e330-61dd-735d-a07b-943ebb931e8b", "title": "5.52 Lead-Lag Is Multidimensional: Trade Price and OBI Predict Others' Midpoints", "url": "https://aligrithm.com/lead-lag-is-multidimensional-trade-price-and-obi-predict-others-midpoints/", "published_at": "2026-09-27T13:53:58+00:00" }, { "id": "01a0e330-61dd-735d-a07b-943ebbb1f9bc", "title": "3.41 Stat-Arb Is a Clustering Problem: Multi-View Spectral > Any Signal", "url": "https://aligrithm.com/stat-arb-is-a-clustering-problem-multi-view-spectral-any-signal/", "published_at": "2026-09-25T11:22:10+00:00" }, { "id": "01a0d51d-427c-71a7-a115-adb8fa6d3ac3", "title": "8.11 Stop Using Pairwise Granger (causality upgrade)", "url": "https://aligrithm.com/stop-using-pairwise-granger-causality-upgrade/", "published_at": "2026-09-24T11:11:46+00:00" }, { "id": "01a0d51d-427c-71a7-a115-adb8fab12cc3", "title": "10.18 Moving Average Distance: The Technical Indicator That Passed the Cross-Section", "url": "https://aligrithm.com/moving-average-distance-the-technical-indicator-that-passed-the-cross-section/", "published_at": "2026-09-23T04:54:03+00:00" }, { "id": "01a0d51d-427c-71a7-a115-adb8faf2e28a", "title": "6.55 State-Dependent (In)Efficiency: Meta-Learning a Directional-Change Threshold", "url": "https://aligrithm.com/state-dependent-in-efficiency-meta-learning-a-directional-change-threshold/", "published_at": "2026-09-22T20:31:58+00:00" }, { "id": "01a0d51d-427c-71a7-a115-adb8fbb180a7", "title": "4.78 Good vs Bad COVOL in Crypto: A Common-Volatility Tilt", "url": "https://aligrithm.com/good-vs-bad-covol-in-crypto-a-common-volatility-tilt/", "published_at": "2026-09-21T16:19:46+00:00" }, { "id": "01a0d51d-427c-71a7-a115-adb8fbd803cb", "title": "9.43 Trend Quality Near Settlement: A Kalshi State Variable, Not Alpha", "url": "https://aligrithm.com/trend-quality-near-settlement-a-kalshi-state-variable-not-alpha/", "published_at": "2026-09-20T10:07:21+00:00" }, { "id": "01a0d51d-427c-71a7-a115-adb8fc00ce45", "title": "3.42 Do Intra-Bar Timestamps Carry Alpha? OHLC + Timing Features", "url": "https://aligrithm.com/do-intra-bar-timestamps-carry-alpha-ohlc-timing-features/", "published_at": "2026-09-15T15:26:56+00:00" }, { "id": "01a0d51d-427c-71a7-a115-adb8fc6ecc89", "title": "6.56 Piecewise-Linear Regime Identification (Interpretable, No Black Box)", "url": "https://aligrithm.com/piecewise-linear-regime-identification-interpretable-no-black-box/", "published_at": "2026-09-14T13:40:55+00:00" }, { "id": "01a08725-4103-7019-9f95-c176be0af18e", "title": "6.54 Volatility Clustering in Bitcoin: Regime Persistence as a Forecast", "url": "https://aligrithm.com/volatility-clustering-in-bitcoin-regime-persistence-as-a-forecast/", "published_at": "2026-09-02T12:42:36+00:00" }, { "id": "01a08725-4103-7019-9f95-c176be92fd6b", "title": "4.75 Stock-Bond Correlation: The Sign Flips and So Do Its Drivers", "url": "https://aligrithm.com/stock-bond-correlation-the-sign-flips-and-so-do-its-drivers/", "published_at": "2026-09-01T12:39:28+00:00" }, { "id": "01a08725-4103-7019-9f95-c176bec67b75", "title": "5.50 Market Making With Competitors You Can't See", "url": "https://aligrithm.com/market-making-with-competitors-you-cant-see/", "published_at": "2026-08-31T02:00:51+00:00" }, { "id": "01a08725-4103-7019-9f95-c176becb8ae6", "title": "5.49 The Worst-Kept Secret: Imbalance Is the MM's Optimal Response, Not Alpha", "url": "https://aligrithm.com/the-worst-kept-secret-imbalance-is-the-mms-optimal-response-not-alpha/", "published_at": "2026-08-28T09:37:26+00:00" }, { "id": "01a08725-4103-7019-9f95-c176bfa777b4", "title": "5.51 Crypto Isn't Structurally Alien: Roll/VPIN/Amihud Predict Distribution Shifts", "url": "https://aligrithm.com/crypto-isnt-structurally-alien-roll-vpin-amihud-predict-distribution-shifts/", "published_at": "2026-08-27T09:18:40+00:00" }, { "id": "01a08725-4103-7019-9f95-c176c038b641", "title": "4.74 FX Edge Lives in Other Markets (cross-asset series)", "url": "https://aligrithm.com/fx-edge-lives-in-other-markets-cross-asset-series/", "published_at": "2026-08-25T10:00:54+00:00" }, { "id": "01a08725-4103-7019-9f95-c176c03e2a07", "title": "9.43 There Is No Black-Scholes for Prediction Markets (Yet)", "url": "https://aligrithm.com/there-is-no-black-scholes-for-prediction-markets-yet/", "published_at": "2026-08-24T00:00:00+00:00" }, { "id": "01a08725-4103-7019-9f95-c176c0911021", "title": "3.39 Does Complexity Actually Help? The Virtue-of-Complexity Autopsy", "url": "https://aligrithm.com/does-complexity-actually-help-the-virtue-of-complexity-autopsy/", "published_at": "2026-08-23T00:00:00+00:00" }, { "id": "01a08725-4103-7019-9f95-c176c180a20b", "title": "3.41 Metaheuristics for Rule Optimization — With Diversity as the Guardrail", "url": "https://aligrithm.com/metaheuristics-for-rule-optimization-with-diversity-as-the-guardrail/", "published_at": "2026-08-21T00:00:00+00:00" }, { "id": "01a08725-4103-7019-9f95-c176c19de134", "title": "1.28 Model-Based or Data-Mined: Lotter's Framing of the Whole Problem", "url": "https://aligrithm.com/model-based-or-data-mined-lotters-framing-of-the-whole-problem/", "published_at": "2026-08-18T04:39:06+00:00" }, { "id": "01a08725-4103-7019-9f95-c176c1d34f93", "title": "10.14 Price-Path Convexity: A New Cross-Sectional Anomaly (−45bp per σ)", "url": "https://aligrithm.com/price-path-convexity-a-new-cross-sectional-anomaly-45bp-per-s-2/", "published_at": "2026-08-16T10:21:17+00:00" }, { "id": "01a08725-4103-7019-9f95-c176c2a19dd5", "title": "10.12 Factor Timing Mostly Fails — the Honest Version", "url": "https://aligrithm.com/factor-timing-mostly-fails-the-honest-version-2/", "published_at": "2026-08-15T00:00:00+00:00" }, { "id": "01a08725-4103-7019-9f95-c176c314cf6b", "title": "6.56 Dual Momentum Between Gold and Bitcoin (Two Stores of Value)", "url": "https://aligrithm.com/dual-momentum-between-gold-and-bitcoin-two-stores-of-value/", "published_at": "2026-08-14T12:50:03+00:00" }, { "id": "01a08725-4103-7019-9f95-c176c34cc89f", "title": "3.40 Stat-Arb Without Cointegration: Moving-Band Portfolios via Convex-Concave Optimization", "url": "https://aligrithm.com/stat-arb-without-cointegration-moving-band-portfolios-via-convex-concave-optimization/", "published_at": "2026-08-13T04:00:41+00:00" }, { "id": "01a08725-4103-7019-9f95-c176c40691ef", "title": "1.27 How to Spot a Fake ML Trading Paper", "url": "https://aligrithm.com/how-to-spot-a-fake-ml-trading-paper/", "published_at": "2026-08-12T11:25:55+00:00" } ] posts Claim your blog
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2026

5.52 Lead-Lag Is Multidimensional: Trade Price and OBI Predict Others' Midpointsoriginal ↗
27 Sept 2026
3.41 Stat-Arb Is a Clustering Problem: Multi-View Spectral > Any Signaloriginal ↗
25 Sept 2026
8.11 Stop Using Pairwise Granger (causality upgrade)original ↗
24 Sept 2026
10.18 Moving Average Distance: The Technical Indicator That Passed the Cross-Sectionoriginal ↗
23 Sept 2026
6.55 State-Dependent (In)Efficiency: Meta-Learning a Directional-Change Thresholdoriginal ↗
22 Sept 2026
4.78 Good vs Bad COVOL in Crypto: A Common-Volatility Tiltoriginal ↗
21 Sept 2026
9.43 Trend Quality Near Settlement: A Kalshi State Variable, Not Alphaoriginal ↗
20 Sept 2026
3.42 Do Intra-Bar Timestamps Carry Alpha? OHLC + Timing Featuresoriginal ↗
15 Sept 2026
6.56 Piecewise-Linear Regime Identification (Interpretable, No Black Box)original ↗
14 Sept 2026
6.54 Volatility Clustering in Bitcoin: Regime Persistence as a Forecastoriginal ↗
2 Sept 2026
4.75 Stock-Bond Correlation: The Sign Flips and So Do Its Driversoriginal ↗
1 Sept 2026
5.50 Market Making With Competitors You Can't Seeoriginal ↗
31 Aug 2026
5.49 The Worst-Kept Secret: Imbalance Is the MM's Optimal Response, Not Alphaoriginal ↗
28 Aug 2026
5.51 Crypto Isn't Structurally Alien: Roll/VPIN/Amihud Predict Distribution Shiftsoriginal ↗
27 Aug 2026
4.74 FX Edge Lives in Other Markets (cross-asset series)original ↗
25 Aug 2026
9.43 There Is No Black-Scholes for Prediction Markets (Yet)original ↗
24 Aug 2026
3.39 Does Complexity Actually Help? The Virtue-of-Complexity Autopsyoriginal ↗
23 Aug 2026
3.41 Metaheuristics for Rule Optimization — With Diversity as the Guardrailoriginal ↗
21 Aug 2026
1.28 Model-Based or Data-Mined: Lotter's Framing of the Whole Problemoriginal ↗
18 Aug 2026
10.14 Price-Path Convexity: A New Cross-Sectional Anomaly (−45bp per σ)original ↗
16 Aug 2026
10.12 Factor Timing Mostly Fails — the Honest Versionoriginal ↗
15 Aug 2026
6.56 Dual Momentum Between Gold and Bitcoin (Two Stores of Value)original ↗
14 Aug 2026
3.40 Stat-Arb Without Cointegration: Moving-Band Portfolios via Convex-Concave Optimizationoriginal ↗
13 Aug 2026
1.27 How to Spot a Fake ML Trading Paperoriginal ↗
12 Aug 2026