Research topic

Quant models and market regimes

6 FinzData report(s) on Quant models and market regimes.

13F holdings to alpha signals

8,856 managers filed 13F in 2026Q2 reporting $82.3tn in long positions. The report shows how holdings, macro, liquidity and flow data are used for alpha signals and factor models.

13F institutional holdings Equity strategy and factors Liquidity, leverage and margin debt Federal Reserve and monetary policy

AI Trading Championship 2026 Overview

Nemotron-3 Ultra won the FinzData AI Trading Championship with OOS Sharpe 0.81 and final score 0.94, ahead of Muse Glimmer 30B and Claude Fable. Only 4 of 11 AI models beat the equal-weight top-500 benchmark Sharpe 0.63.

AI trading and forecasting Equity strategy and factors

Quantitative Model October 2026 Goldilocks

Financial conditions tighten as Goldilocks returns. S&P 500 rose +2.83% next month on average after 33 Goldilocks months since 2011 up 76% of the time. September nowcast points to Reflation.

Federal Reserve and monetary policy Interest rates and Treasury yields Equity strategy and factors Inflation and CPI

Short interest alpha signal FINRA 2018-2026

Short interest has not been dependable alpha since 2018. Most shorted decile by days to cover trailed average by 2.3% a year broad, 1.1% liquid, with t stats -0.82 to -0.48. Long short lost 4.5% a year.

Short interest Equity strategy and factors 13F institutional holdings

SPY Short-Gamma vs Long-Gamma Regimes, 2019-2026

After 1,761 SPY sessions since October 2019, next-day moves averaged 1.06% after short-gamma closes vs 0.54% after long gamma, with next-5-day realized volatility 19.5% vs 11.0%.

Options, gamma and GEX Volatility Equity strategy and factors

Why Most Backtests Lie (and How to Fix Them)

Why most backtests lie: tuned parameters, no stress-period testing, light trading costs and survivorship or look-ahead bias. Luck alone gives a best 3-month Sharpe near 6 among 546 zero-skill strategies; published strategies fade to a median Sharpe of 0.01 after publication. The evidence, the four mistakes, an 8-point checklist and the safeguards built into FinzData.

Backtesting and research integrity Equity strategy and factors AI trading and forecasting