15 Investing Frameworks That Shaped Aeonaux
Key lessons driving our quant strategy—risk transformation, diversification, alpha vs beta, and behavioral finance.
Why Traditional Investing Strategies in Model Portfolios Break Down in Crises?
Exploring models and statistical methods to identify changing market regimes and adjust risk exposure proactively.
How ML Validation Drives Real Profits in Algorithmic Trading & Portfolio Management
Avoiding overfitting in financial ML: walk-forward optimization, cross-validation, and feature importance techniques.
What Anchoring Means for Your Model Portfolio Strategy?
How quant factors perform when central banks tighten. Analyzing historical performance and potential regime shifts for portfolio tilts.
How Aeonaux Capital Uses Bias-Corrected Models to Power Algorithmic Trading Decisions?
Anchoring, herding, confirmation bias – how we account for potential cognitive errors when integrating external research.
Why Smart Investing Strategies Demand Independent Signals?
Processing terabytes of market data requires optimized infrastructure. A look at the tech stack powering Aeonaux's research.