Quantitative Research & Working Papers

    Empirical Science.
    Institutional Alpha.

    We publish peer-grade quantitative working papers backed by institutional tick-level replicable data. Tested with honest spreads, execution latency, and realistic overnight financing.

    Working Paper 2026-01•September 2026

    The Cost of Retail Alpha

    We tested seven families of systematic strategy on eight years of institutional-grade tick data, using realistic transaction costs. After spreads, none of the price-based strategies produced a tradable edge. A widely promoted 'liquidity sweep' method claiming a 70–80% win rate yielded a 33% win rate and lost money in 7 of 8 years. We explain why the same ideas can survive on futures but fail on leveraged CFDs.

    Titan Quant Logo
    Titan Quant Research Team
    Risk & Execution
    Read Research
    Institutional Scientific Integrity

    Replication Standard & Verification Protocol

    All research published by Titan Quant Research Lab adheres to strict empirical protocols. We do not publish curve-fitted backtests on interpolated bars. Every strategy models realistic exchange fees, queue delays, and historical order book slippage.

    Walk-Forward Validated
    Real Tick Data Feeds
    Conservative Slippage Penalty
    Research Collaboration

    Interested in co-authoring a paper or requesting institutional data access?

    Contact Quant Division