Research | AlephIQ
Research

Quantitative research & market insights.

Our research team publishes notes on systematic strategies, market microstructure, and the intersection of machine learning and finance. Shared openly — because rigor compounds, secrets don't.

LATEST NOTES

Recent publications.

Strategy April 2026

Cross-sectional momentum decay in crypto perpetuals: a regime-aware framework

We examine how momentum signals in crypto perpetual futures decay across different volatility regimes, and propose a regime-conditional scaling approach that improves Sharpe by ~0.4 on out-of-sample data.

Elias Kowalski · Priya Sharma · 14 min read
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ML & AI February 2026

Offline reinforcement learning for portfolio construction: pitfalls and practical fixes

Offline RL is appealing for finance because you can't replay history. We catalogue the five most common failure modes and show empirical fixes for each using our production dataset.

Marcus Tan · AlephIQ Research Team · 22 min read
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Markets December 2025

Funding rate arbitrage: capacity constraints and slippage modeling at scale

A practical guide to sizing funding-rate carry trades given realistic execution costs. We model slippage as a function of notional and show where the strategy stops working.

AlephIQ Research Team · 10 min read
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